Does diversification drive down risk-adjusted returns? : a quantile regression approach
Jeungbo Shim
| Year of publication: |
Jul 2017
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|---|---|
| Authors: | Shim, Jeungbo |
| Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 11.2017, 2, p. 1-32
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| 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