Diversification and risk-adjusted performance: A quantile regression approach
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DOI: 10.1016/j.jbankfin.2012.03.020
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More about this item
Keywords
Diversification; Risk-adjusted performance; Quantile regression;All these keywords.
JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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