Return forecasts and optimal portfolio construction: A quantile regression approach

European Journal of Finance

Volumn 14, Issue 5, 2008, Pages 409-425

  Ma, Lingjie ^a   Pohlman, Larry ^b  

^a Deutsche Bank ^*  (Germany)

^b Wellington Management Company   (United States)

Author keywords

Portfolio construction; Quantile regression; Return forecast

Indexed keywords

EID: 47949112306     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470802042369     Document Type: Article

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