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Portfolio style : return-based attribution using quantile regression
Bassett, Gilbert W.
;
Chen, Hsiu-lang
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
1
,
pp. 293-305
Persistent link: https://www.econbiz.de/10001563717
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2
Proposing a dinner date : analysis by rank-dependent expected utility
Bassett, Gilbert W.
- In:
Journal of economic behavior & organization : JEBO
58
(
2005
)
3
,
pp. 393-402
Persistent link: https://www.econbiz.de/10003184400
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3
Conceptualizing inequality and risk
Persky, Joseph
;
Bassett, Gilbert W.
- In:
Journal of the history of economic thought
28
(
2006
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10003327239
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March madness, quantile regression bracketology, and the Hayek hypothesis
Koenker, Roger
;
Bassett, Gilbert W.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10003992791
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Fundamental indexation via smoothed cap weights
Chen, Chen
;
Chen, Rong
;
Bassett, Gilbert W.
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3486-3502
Persistent link: https://www.econbiz.de/10003577514
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6
Pessimistic portfolio allocation and choquet expected utility
Bassett, Gilbert W.
;
Koenker, Roger
;
Kordas, Gregory
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10002349755
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7
Pessimistic portfolio allocation and choquet expected utility
Bassett, Gilbert W.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144575
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8
Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
Bassett, Gilbert W.
- In:
Review of quantitative finance and accounting
1
(
1991
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001107382
Saved in:
9
Strong consistency of regression quantiles and related empirical processes
Bassett, Gilbert W.
;
Koenker, Roger
-
1984
Persistent link: https://www.econbiz.de/10000919211
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10
On Boscovich's estimator
Koenker, Roger
;
Bassett, Gilbert W.
-
1985
Persistent link: https://www.econbiz.de/10000925165
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