A nonparametric approach to measuring the sensitivity of an asset’s return to the market
Crossref DOI link: https://doi.org/10.1007/s10436-016-0277-5
Published Online: 2016-04-27
Published Print: 2016-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Severini, Thomas A.
Funding for this research was provided by:
National Science Foundation (DMS-1308009)
Text and Data Mining valid from 2016-04-27
Version of Record valid from 2016-04-27
Article History
Received: 7 March 2016
Accepted: 18 April 2016
First Online: 27 April 2016