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Outlier-Resistant Estimates of Beta

R. Douglas Martin, Timothy T. Simin
Year2003
VenueFinancial Analysts Journal
Typearticle
Citations52
DOI10.2469/faj.v59.n5.2564
OpenAlexW2033279777

Topics

Capital Investment and Risk AnalysisOutlierOrdinary least squaresBETA (programming language)EconometricsComplement (music)