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
Edition1
ISBN (Print)0965164330
Publication statusPublished - 2005

Cite this

Brooks, R. D., Faff, R., Fry, T. R. L., & Gunn, L. D. (2005). Censoring and its impact on beta risk estimation. In C. F. Lee, & A. C. Lee (Eds.), Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1 (1 ed., pp. 111 - 136). New Jersey: Center for Pacific Basin Business, Economics, and Finance Research.
Brooks, Robert Darren ; Faff, Robert ; Fry, Tim R L ; Gunn, Lucy Dubrelle. / Censoring and its impact on beta risk estimation. Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1. editor / Cheng F Lee ; Alice C Lee. 1. ed. New Jersey : Center for Pacific Basin Business, Economics, and Finance Research, 2005. pp. 111 - 136
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Brooks, RD, Faff, R, Fry, TRL & Gunn, LD 2005, Censoring and its impact on beta risk estimation. in CF Lee & AC Lee (eds), Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1. 1 edn, Center for Pacific Basin Business, Economics, and Finance Research, New Jersey, pp. 111 - 136.

Censoring and its impact on beta risk estimation. / Brooks, Robert Darren; Faff, Robert; Fry, Tim R L; Gunn, Lucy Dubrelle.

Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1. ed. / Cheng F Lee; Alice C Lee. 1. ed. New Jersey : Center for Pacific Basin Business, Economics, and Finance Research, 2005. p. 111 - 136.

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

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AU - Faff, Robert

AU - Fry, Tim R L

AU - Gunn, Lucy Dubrelle

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SN - 0965164330

SP - 111

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BT - Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1

A2 - Lee, Cheng F

A2 - Lee, Alice C

PB - Center for Pacific Basin Business, Economics, and Finance Research

CY - New Jersey

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Brooks RD, Faff R, Fry TRL, Gunn LD. Censoring and its impact on beta risk estimation. In Lee CF, Lee AC, editors, Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1. 1 ed. New Jersey: Center for Pacific Basin Business, Economics, and Finance Research. 2005. p. 111 - 136