Wong, Wing-Keung; Bian, Guorui Robust estimation in capital asset pricing model. (English) Zbl 1052.62545 J. Appl. Math. Decis. Sci. 4, No. 1, 65-82 (2000). Cited in 5 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 62F35 Robustness and adaptive procedures (parametric inference) PDFBibTeX XMLCite \textit{W.-K. Wong} and \textit{G. Bian}, J. Appl. Math. Decis. Sci. 4, No. 1, 65--82 (2000; Zbl 1052.62545) Full Text: DOI EuDML