Doug Martin

Companion to Portfolio Construction and Risk Analysis

Doug Martin , Alexios Galanos , Kirk Li , Jon Spinney , Thomas Philips

Robust Statistics

Matias Salibian-Barrera , Victor Yohai , Ricardo Maronna , Doug Martin , Gregory Brownson , Kjell Konis , Kjell Konis , Christophe Croux , Gentiane Haesbroeck , Martin Maechler , Manuel Koller , Matias Salibian-Barrera

Cross-Section Factor Models

Mido Shammaa , Doug Martin , Kirk Li , Avinash Acharya , Lingjie Yi

Time Series Factor Models for Asset Returns

Doug Martin , Eric Zivot , Sangeetha Srinivasan , Avinash Acharya , Yi-An Chen , Kirk Li , Lingjie Yi , Justin Shea , Mido Shammaa , Jon Spinney

Generalized Regression on Orthogonal Components

Pierre Lafaye De Micheaux , Martin Bilodeau , Jiahui Wang , Ruben Zamar , Alfio Marazzi , Victor Yohai , Matias Salibian-Barrera , Ricardo Maronna , Eric Zivot , David Rocke , Doug Martin , Martin Maechler , Kjell Konis

Port of the S+ "Robust Library"

Jiahui Wang , Ruben Zamar , Alfio Marazzi , Victor Yohai , Matias Salibian-Barrera , Ricardo Maronna , Eric Zivot , David Rocke , Doug Martin , Martin Maechler , Kjell Konis.