Diversification and risk-adjusted performance : a quantile regression approach
Bong Soo Lee,; Ming-Yuan Leon Li
| Year of publication: |
2012
|
|---|---|
| Authors: | Lee, Bong-soo ; Li, Ming-yuan Leon |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 7, p. 2157-2173
|
| Subject: | Diversifikation | Diversification | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009629612