Beyond the Central Tendency: Quantile Regression as a Tool in Quantitative Investing

Chris Gowlland, Zhijie Xiao and Qi Zeng
The Journal of Portfolio Management Spring 2009, 35 (3) 106-119; DOI: https://doi.org/10.3905/JPM.2009.35.3.106

Article Information

vol. 35 no. 3 106-119
DOI 
https://doi.org/10.3905/JPM.2009.35.3.106
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online April 30, 2009.
Copyright & Usage 
© 2009 Institutional Investor, Inc.

Author Information

  1. Chris Gowlland
    1. is a vice president and senior quantitative analyst at Delaware Investments in Philadelphia, PA. (cgowlland{at}delinvest.com)
  2. Zhijie Xiao
    1. is a professor in the Department of Economics at Boston College in Boston, MA. (xiaoz{at}bc.edu)
  3. Qi Zeng
    1. is a senior vice president and portfolio manager at Acadian Asset Management in Boston, MA. (qzeng{at}acadian-asset.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Beyond the Central Tendency: Quantile Regression as a Tool in Quantitative Investing
Chris Gowlland, Zhijie Xiao, Qi Zeng
The Journal of Portfolio Management Apr 2009, 35 (3) 106-119; DOI: 10.3905/JPM.2009.35.3.106
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