[R-sig-finance] using yahoo and other data to calculate CAPM and FF betas]

[Krishna Kumar]

>- Further note that there's also a `young' R-SIG-robust mailing
>  list with quite a few "robustniks" subscribed -- some of who
>  do not read other R-lists AFAIK.
>
>Martin Maechler, ETH Zurich
>
>  
>
Thanks Martin for the pointer and the new mailing list...it is 
surprising that robust methods aren't more popular in finance.

Dirk wrote:

>>Optimization'. Google'ing for 'doug martin fama french robust' leads to a few
>>pages at Insightful and UW.

I found the following through Google's  Cache  http://tinyurl.com/l3c7y 
But I think the paper appeared in FAJ or something simillar.


Best,
Krishna