QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS
Year of publication: |
2011
|
---|---|
Authors: | ALLEN, D. E. ; POWELL, R. J. ; SINGH, A. K. |
Published in: |
Annals of Financial Economics (AFE). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-4960. - Vol. 06.2011, 01, p. 1150003-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Factor models | portfolio optimization | quantile regression |
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