The idiosyncratic risk-return relation : a quantile regression approach based on the prospect theory
Bong-Soo Lee and Leon Li
| Year of publication: |
April-June 2016
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| Authors: | Lee, Bong-soo ; Li, Leon |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 17.2016, 2, p. 124-143
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| Subject: | Idiosyncratic risk | CAPM | Quantile regression | Prospect theory | Prospect Theory | Risiko | Risk | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2016.1133624 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590958