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Robust Measurement of Beta Risk
Josef Lakonishok,
Louis K. Chan
Finance
Gies College of Business
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Keyphrases
Ordinary Least Squares
100%
Robust Measurement
100%
Beta Risk
100%
Estimation Method
50%
Statistical Estimation
50%
Normality
50%
Efficiency Gain
50%
Stock Returns
50%
Efficiency Potential
50%
Computer Science
Least Squares Method
100%
Estimation Procedure
50%
Statistical Estimation
50%
Documentary Analysis
50%
Economics, Econometrics and Finance
Robust Statistics
100%
Beta Risk
100%
Capital Market Returns
50%
Mathematics
Least Square
100%
Robust Method
100%