Robust strategies for quantitative investment management

zbMATH Open1088.62065MaRDI QIDQ5290285FDOQ5290285

Authors:

Publication date: 28 April 2006

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zbMATH Keywords

quantile regressionrobust modelsquantitative portfolio

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (6)

• Title not available (Why is that?)
• Data-driven portfolio management with quantile constraints
• Estimating portfolio conditional returns distribution through style analysis models
• Predictable return distributions
• Title not available (Why is that?)
• A further analysis of robust regression modeling and data mining corrections testing in global stocks

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