Asset selection using factor model and data envelope analysis-a quantle regression approach [electro...
Asset selection using factor model and data envelope analysis-a quantle regression approach [electronic resource] / by Abhay Kumar Singh and David E Allen.
About this item
Full title
Author / Creator
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2010.
Date
2010.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2010.
Series
Place of Publication
Western Australia
Date Published
2010.
Subjects
More information
Scope and Contents
Summary
With the growing number of stocks and other financial instruments in the investment market, there is always a need for profitable methods of asset selection. The Fama-French three factor model, makes the problem of asset selection easy, by narrowing down the number of parameters, but the usual technique of Ordinary Least Square (OLS), used for esti...
Alternative Titles
Full title
Asset selection using factor model and data envelope analysis-a quantle regression approach [electronic resource] / by Abhay Kumar Singh and David E Allen.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working paper / School of Accounting, Finance and Economics, Edith Cowan University ; 1005.
Title from title screen (viewed on July 19, 2012)
"October 2010".
Includes bibliographical references (p. 13-14)
System details note
Mode of access: Available online. Address as at 20/07/2012: http://www.business.ecu.edu.au/schools/afe/wps/index.htm.
System requirements: Adobe Acrobat Reader to access the document in PDF format.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvjVzBjN0d
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvjVzBjN0d
Other Identifiers
DDC
332.63222
MMS ID
991015154739702626
