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

Chris Gowlland; Zhijie Xiao; Qi Zeng

doi:10.3905/JPM.2009.35.3.106

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

Chris Gowlland

is a vice president and senior quantitative analyst at Delaware Investments in Philadelphia, PA.

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For correspondence: cgowlland@delinvest.com

Zhijie Xiao

is a professor in the Department of Economics at Boston College in Boston, MA.

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For correspondence: xiaoz@bc.edu

Qi Zeng

is a senior vice president and portfolio manager at Acadian Asset Management in Boston, MA.

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For correspondence: qzeng@acadian-asset.com

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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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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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