Quantile regression, asset pricing and investment decision
Moinak Maiti
| 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 | Börsenkurs | Share price | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2021.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013205183