Robust Capital Asset Pricing Model Estimation through Cross-Validation
Limitations of Capital Asset Pricing Model (CAPM) continue to present inconsistent empirical results despite its rm mathematical foundations provided in recent studies. In this thesis, we examine how estimation errors of the CAPM could be minimized using the cross-validation technique, a concept th...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
North Dakota State University
2018
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10365/29019 |