Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution (Q4558839)
From MaRDI portal
scientific article; zbMATH DE number 6987149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution |
scientific article; zbMATH DE number 6987149 |
Statements
Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution (English)
0 references
30 November 2018
0 references
asymmetric Laplace distribution
0 references
Fama-French model
0 references
three-factor model
0 references
quantile regression
0 references
