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The shrinkage least absolute deviation estimator in large samples and its application to the Treynor-Black model /

Thesis (Ph. D.)--University of California, San Diego, 1998. / Vita. Includes bibliographical references (leaves 114-116).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/39703832
Date January 1998
CreatorsKim, Tae-Hwan,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
TypeDissertations, Academic
SourceConnect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses

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