Return Forecasts and Optimal Portfolio Construction: A Quantile Regression Approach

SSRN Electronic Journal ◽

10.2139/ssrn.880478 ◽

2005 ◽

Cited By ~ 2

Author(s):

Lingjie Ma ◽

Larry Pohlman

Keyword(s):

Quantile Regression ◽

Optimal Portfolio ◽

Portfolio Construction ◽

Regression Approach

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Return forecasts and optimal portfolio construction: a quantile regression approach

European Journal of Finance ◽

10.1080/13518470802042369 ◽

2008 ◽

Vol 14 (5) ◽

pp. 409-425 ◽

Cited By ~ 29

Author(s):

Lingjie Ma ◽

Larry Pohlman

Keyword(s):

Quantile Regression ◽

Optimal Portfolio ◽

Portfolio Construction ◽

Regression Approach

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Financial Returns and Price Determinants of Art: A Hedonic Quantile Regression Approach

Journal of Applied Reliability ◽

10.33162/jar.2020.6.20.2.133 ◽

2020 ◽

Vol 20 (2) ◽

pp. 133-144

Author(s):

Dongryul Jang ◽

Minjae Park

Keyword(s):

Quantile Regression ◽

Financial Returns ◽

Regression Approach ◽

Price Determinants

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The Effects of Increased Foreign Ownership on Domestic Firms’ Productivity: A Quantile Regression Approach

10.29143/kuifg.2017.3.1.3 ◽

2017 ◽

Vol 24660396 ◽

pp. 3-25

Author(s):

Ka Woen Gwun ◽

◽

Bong Geul Chun ◽

Keyword(s):

Quantile Regression ◽

Foreign Ownership ◽

Domestic Firms ◽

Regression Approach

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Racial and Ethnic Disparities in Federal Sentencing: A Quantile Regression Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1635446 ◽

2010 ◽

Cited By ~ 3

Author(s):

Beth A. Freeborn ◽

Monica E. Hartmann

Keyword(s):

Quantile Regression ◽

Ethnic Disparities ◽

Racial And Ethnic Disparities ◽

Federal Sentencing ◽

Regression Approach

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A Real-Time Quantile-Regression Approach to Forecasting Gold-Price Fluctuations Under Asymmetric Loss

SSRN Electronic Journal ◽

10.2139/ssrn.2583429 ◽

2015 ◽

Cited By ~ 1

Author(s):

Christian Pierdzioch ◽

Marian Risse ◽

Sebastian Rohloff

Keyword(s):

Quantile Regression ◽

Real Time ◽

Gold Price ◽

Asymmetric Loss ◽

Price Fluctuations ◽

Regression Approach

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A parametric quantile regression approach for modelling zero‐or‐one inflated double bounded data

Biometrical Journal ◽

10.1002/bimj.202000126 ◽

2021 ◽

Author(s):

André F. B. Menezes ◽

Josmar Mazucheli ◽

Marcelo Bourguignon

Keyword(s):

Quantile Regression ◽

Regression Approach ◽

Bounded Data

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Capital Structure Determinants And Speed Of Adjustment In Us (including cultural industries). A Quantile Regression Approach

2020 11th International Conference on Information, Intelligence, Systems and Applications (IISA ◽

10.1109/iisa50023.2020.9284413 ◽

2020 ◽

Author(s):

Andreas Kaloudis ◽

Dimitrios Tsolis ◽

Theodore Koutsobinas

Keyword(s):

Capital Structure ◽

Quantile Regression ◽

Cultural Industries ◽

Speed Of Adjustment ◽

Regression Approach

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Asymmetric effects of corporate sustainability strategy on value creation among global automotive firms: A dynamic panel quantile regression approach

Business Strategy and the Environment ◽

10.1002/bse.2662 ◽

2021 ◽

Vol 30 (2) ◽

pp. 931-954

Author(s):

Woon Leong Lin ◽

Chin Lee ◽

Siong Hook Law

Keyword(s):

Quantile Regression ◽

Value Creation ◽

Corporate Sustainability ◽

Dynamic Panel ◽

Asymmetric Effects ◽

Panel Quantile Regression ◽

Sustainability Strategy ◽

Regression Approach

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Does HDIs level sustainable during 1999/2018 across cross-nations? An application of bootstrap quantile regression approach

Sustainable Operations and Computers ◽

10.1016/j.susoc.2021.06.001 ◽

2021 ◽

Author(s):

Anju Goswami ◽

Hiranmmoy Roy ◽

Prashant Giri

Keyword(s):

Quantile Regression ◽

Regression Approach

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Recovering hotel room sales during the COVID-19 pandemic: lessons from OTA information using the quantile regression approach

Current Issues in Tourism ◽

10.1080/13683500.2021.1900079 ◽

2021 ◽

pp. 1-21

Author(s):

Lingbo Guo ◽

Kangzhao Liu ◽

Yu Song ◽

Zhenzhi Yang

Keyword(s):

Quantile Regression ◽

Hotel Room ◽

Regression Approach

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