Censoring and its impact on beta risk estimation

https://hdl.handle.net/10779/rmit.27405054

chapter

posted on 2024-10-31, 22:21 authored by Robert Brooks, Robert Faff, Timothy Fry, Lucy Gunn

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History

Related Materials

1.
ISBN - Is published in 0965164330 (urn:isbn:0965164330)
2.
URL - Is published in http://trove.nla.gov.au/work/29515273

Start page

111

End page

136

Total pages

26

Outlet

Advances in Investment Analysis and Portfolio Management

Editors

Lee Cheng Few

Publisher

Center for Pacific Basin Business, Economics, and Finance Research

Place published

New Jersey, USA

Language

English

Former Identifier

2005000621

Esploro creation date

2020-06-22

Fedora creation date

2011-03-10

Usage metrics

Scholarly Works

Categories

Financial econometrics

Keywords

beta risk censoring thin trading

Licence

All rights reserved

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