Diversification and risk-adjusted performance: A quantile regression approach

Journal of Banking and Finance

Volumn 36, Issue 7, 2012, Pages 2157-2173

  Lee, Bong Soo ^a   Li, Ming Yuan Leon ^b  

^a FLORIDA STATE UNIVERSITY   (United States)

^b NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Diversification; Quantile regression; Risk adjusted performance

Indexed keywords

EID: 84860884583     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2012.03.020     Document Type: Article

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