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Does active management add value? New evidence from a quantile regression approach.

Juan Carlos Matallín-SáezAmparo Soler-DomínguezEmili Tortosa-Ausina
Published in: J. Oper. Res. Soc. (2019)
Keyphrases
  • quantile regression
  • cross validated
  • least squares
  • cross validation
  • data sets