Does diversification drive down risk-adjusted returns? : a quantile regression approach
Jeungbo Shim
| Year of publication: |
Jul 2017
|
|---|---|
| Authors: | Shim, Jeungbo |
| Subject: | diversification | performance | property-liability insurers | quantile regression | Diversifikation | Diversification | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/apjri-2016-0015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011671263