using yahoo and other data to calculate CAPM and FF betas]
>- 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.
>>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.