Estimation of standard errors of empirical Bayes estimators in CAPM-type models
By: by K.R. Kadiyala and Dennis Oberhelman.
Contributors: Oberhelman, Dennis.
Series: Paper ;; no. 931; Paper (Krannert Graduate School of Management. Institute for Research in the Behavioral, Economic, and Management Sciences) ;; no. 931.
Publisher: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
Published: 1988
Place of publication: West Lafayette, Ind
Language: eng
Number of pages: 13
Subjects: Capital assets pricing model.; Portfolio management -- Mathematical models.
Notes: Bibliography: p. 12-13.
"February 1988."