The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory
Author:
Publisher
Informa UK Limited
Subject
Finance,Experimental and Cognitive Psychology
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
Reference94 articles.
1. The Cross-Section of Volatility and Expected Returns
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4. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
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