Quantile regression based enhanced indexing with portfolio rebalancing
Ruchika Sehgal, Aparna Mehra
| Year of publication: |
2023
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|---|---|
| Authors: | Sehgal, Ruchika ; Mehra, Aparna |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 21.2023, 3, p. 721-742
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| Subject: | Conditional value-at-risk | Enhanced indexing | Portfolio rebalancing | Quantile regression | Short-selling | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Aktienindex | Stock index | Theorie | Theory | Aktienmarkt | Stock market | Risikomanagement | Risk management |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-023-00355-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014381417