Title

Asset Selection Using a Factor Model and Data Envelopment Analysis - A Quantile Regression Approach

Document Type

Book Chapter

Publisher

Elsevier

Faculty

Faculty of Business and Law

School

School of Accounting, Finance and Economics / Finance, Economics, Markets and Accounting Research Centre

RAS ID

14537

Comments

This chapter was originally published as: Allen, D. E., Singh, A. , & Powell, R. (2012). Asset Selection Using a Factor Model and Data Envelopment Analysis - A Quantile Regression Approach. In CS Wehn, C Hoppe and G. Gregoriou (Eds.). Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges (pp. 443-455). Elsevier.

Access Rights

Not open access

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