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Portfolio style: Return-based attribution using quantile regression
Home
Publications
Portfolio style: Return-based attribution using quantile regression
Portfolio style: Return-based attribution using quantile regression
GJ
Gilbert W. Bassett Jr.
Gilbert W. Bassett Jr.
HC
Hsiu-Lang Chen
Hsiu-Lang Chen
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22 March 2001
journal article
Published by
Springer Science and Business Media LLC
in
Empirical Economics
Vol. 26
(1)
,
293-305
https://doi.org/10.1007/s001810100074
Abstract
No abstract available
Cited by 123 articles