Quantile regression, asset pricing and investment decision
Year of publication: |
2021
|
---|---|
Authors: | Maiti, Moinak |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 33.2021, 1, p. 28-37
|
Subject: | Quantile regression | Factor model | Tail analysis | Investment decision | Asset pricing | Theorie | Theory | Regressionsanalyse | Regression analysis | CAPM | Investitionsentscheidung | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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