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Risk factor extraction with quantile regression method - MaRDI portal

Risk factor extraction with quantile regression method (Q2675739)

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Risk factor extraction with quantile regression method
scientific article

    Statements

    title
    Risk factor extraction with quantile regression method (English)
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    author
    Wan Ni Lai
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    Claire Y. T. Chen
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    Edward W. Sun
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    publication date
    26 September 2022
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    zbMATH Keywords
    asset pricing
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    factor model
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    investment
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    portfolio
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    quantile regression
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    risk and return
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    Identifiers

    Mathematics Subject Classification ID
    62Pxx
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    62-XX
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    62Gxx
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    zbMATH DE Number
    7592287
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    OpenAlex ID
    W4229059008
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