Censoring and its impact on beta risk estimation

Robert Darren Brooks, Robert Faff, Tim R L Fry, Lucy Dubrelle Gunn

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Original languageEnglish
Title of host publicationAdvances in Investment Analysis and Portfolio Management (New Issue) Volume 1
EditorsCheng F Lee, Alice C Lee
Place of PublicationNew Jersey
PublisherCenter for Pacific Basin Business, Economics, and Finance Research
Pages111 - 136
Number of pages26
ISBN (Print)0965164330
Publication statusPublished - 2005

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