Minimizing loss at times of financial crisis [electronic resource] : quantile regression as a tool f...
Minimizing loss at times of financial crisis [electronic resource] : quantile regression as a tool for portfolio investment decisions / by David E. Allen and Abhay Kumar Singh.
About this item
Full title
Author / Creator
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2009.
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2009.
Series
Place of Publication
Western Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
The worldwide impact of the Global Financial Crisis on stock markets, investors and fund managers has lead to a renewed interest in tools for robust risk management. Quantile regression is a suitable candidate and deserves the interest of financial decision makers given its remarkable capabilities for capturing and explaining the behaviour of finan...
Alternative Titles
Full title
Minimizing loss at times of financial crisis [electronic resource] : quantile regression as a tool for portfolio investment decisions / by David E. Allen and Abhay Kumar Singh.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working paper / School of Accounting, Finance and Economics, Edith Cowan University ; 0912.
Title from title screen (viewed on March 9, 2011)
"October 2009".
Includes bibliographical references (p. 18-19)
System details note
Mode of access: Internet via World Wide Web. Address as at 09/03/2011: http://www.ecu.edu.au/__data/assets/pdf_file/0014/40433/wp0912da.pdf.
System requirements: Adobe Acrobat Reader to access the document in PDF format.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74Vvd8OZMqPX
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74Vvd8OZMqPX
Other Identifiers
DDC
332.6322
MMS ID
991005989379702626
