Menu

Quantile Risk-Return Tradeoff

The quantile regressions technique is effective for measuring the performance of stocks, particularly when dissecting the tails of returns. Nektarios Aslanidis, Charlotte Christiansen and Christos S. Savva use this methodology to investigate the risk-return trade-off on the U.S. and European stock markets.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals