Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model

Peter Winker, Marianna Lyra, Chris Sharpe. Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. Comput. Manag. Science, 8(1-2):103-123, 2011. [doi]

Abstract

Abstract is missing.