Portfolio style: Return-based attribution using quantile regression

Empirical Economics

Volumn 26, Issue 1, 2001, Pages 293-305

  Bassett Jr , Gilbert W ^a   Chen, Hsiu Lang ^a  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

Author keywords

Investment style; Portfolio attribution; Quantile regression

Indexed keywords

CLASSIFICATION; INVESTMENT; REGRESSION ANALYSIS;

EID: 0010589652     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810100074     Document Type: Article

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