Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta. Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya, editors, Econometrics of Risk. Volume 583 of Studies in Computational Intelligence, pages 233-244, Springer, 2015. [doi]
Abstract is missing.