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Journal of Applied Mathematics and Decision Sciences
Volume 4 (2000), Issue 1, Pages 65-82
http://dx.doi.org/10.1155/S1173912600000043

Robust estimation in Capital Asset Pricing Model

Wing-Keung Wong1 and Guorui Bian2

1Department of Economics, National University of Singapore, 10 Kent Ridge Crescent, 119260, Singapore
2Department of Statistics and Applied Probability, National University of Singapore, 10 Kent Ridge Crescent, 119260, Singapore

Copyright © 2000 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Wing-Keung Wong and Guorui Bian, “Robust estimation in Capital Asset Pricing Model,” Journal of Applied Mathematics and Decision Sciences, vol. 4, no. 1, pp. 65-82, 2000. doi:10.1155/S1173912600000043