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Robust beta estimation: Some empirical evidence. (1997). Fong, Wai Mun.
In: Review of Financial Economics.
RePEc:eee:revfin:v:6:y:1997:i:2:p:167-186.

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  1. Estimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility. (2021). Hirschberg, Joseph ; Lye, Jenny.
    In: Environment Systems and Decisions.
    RePEc:spr:envsyd:v:41:y:2021:i:3:d:10.1007_s10669-021-09812-4.

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  2. Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market. (2017). Gutierrez, Juan Carlos .
    In: REVISTA ECOS DE ECONOMÍA.
    RePEc:col:000442:015652.

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  3. Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon. (2015). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges .
    In: Working Paper Research.
    RePEc:nbb:reswpp:201510-289.

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  4. Traditional beta, downside risk beta and market risk premiums. (2004). Kaplanski, Guy.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:5:p:636-653.

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