Diversification and risk-adjusted performance : a quantile regression approach
Year of publication: |
2012
|
---|---|
Authors: | Lee, Bong-soo ; Li, Ming-yuan Leon |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 7, p. 2157-2173
|
Subject: | Diversifikation | Diversification | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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