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Robust beta estimation: Some empirical evidence

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  • Fong, Wai Mun

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  • Fong, Wai Mun, 1997. "Robust beta estimation: Some empirical evidence," Review of Financial Economics, Elsevier, vol. 6(2), pages 167-186.
    • Handle: RePEc:eee:revfin:v:6:y:1997:i:2:p:167-186
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    4. Georges Hübner & Thomas Lejeune, 2015. "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research 289, National Bank of Belgium.

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