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Details about Gilbert W. Bassett, Jr.

Homepage:http://tigger.uic.edu/~gib/
Workplace:Department of Finance, College of Business Administration, University of Illinois at Chicago, (more information at EDIRC)

Access statistics for papers by Gilbert W. Bassett, Jr..

Last updated 2016-02-20. Update your information in the RePEc Author Service.

Short-id: pba248


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Working Papers

2004

  1. Pessimistic portfolio allocation and Choquet expected utility
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (28)
    See also Journal Article in Journal of Financial Econometrics (2004)

Journal Articles

2014

  1. WHAT DOES β SMB > 0 REALLY MEAN?
    Journal of Financial Research, 2014, 37, (4), 543-552 Downloads

2010

  1. March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis
    Journal of Business & Economic Statistics, 2010, 28, (1), 26-35 Downloads View citations (4)

2007

  1. Fundamental indexation via smoothed cap weights
    Journal of Banking & Finance, 2007, 31, (11), 3486-3502 Downloads View citations (7)

2006

  1. Conceptualizing Inequality and Risk
    Journal of the History of Economic Thought, 2006, 28, (01), 81-93 Downloads

2005

  1. Proposing a dinner date: analysis by rank-dependent expected utility
    Journal of Economic Behavior & Organization, 2005, 58, (3), 393-402 Downloads

2004

  1. Pessimistic Portfolio Allocation and Choquet Expected Utility
    Journal of Financial Econometrics, 2004, 2, (4), 477-492 Downloads View citations (27)
    See also Working Paper (2004)

2001

  1. Portfolio style: Return-based attribution using quantile regression
    Empirical Economics, 2001, 26, (1), 293-305 Downloads View citations (20)

1999

  1. Robust Voting
    Public Choice, 1999, 99, (3-4), 299-310 Downloads View citations (10)

1994

  1. A note on min--maxbias estimators in approximately linear models
    Statistics & Probability Letters, 1994, 21, (1), 27-28 Downloads

1992

  1. A note on recent proposals for computing l1 estimates
    Computational Statistics & Data Analysis, 1992, 14, (2), 207-211 Downloads View citations (4)

1988

  1. A p-subset property of L1 and regression quantile estimates
    Computational Statistics & Data Analysis, 1988, 6, (3), 297-304 Downloads
  2. A property of the observations fit by the extreme regression quantiles
    Computational Statistics & Data Analysis, 1988, 6, (4), 353-359 Downloads

1987

  1. The St. Petersburg Paradox and Bounded Utility
    History of Political Economy, 1987, 19, (4), 517-523 Downloads

1986

  1. Strong Consistency of Regression Quantiles and Related Empirical Processes
    Econometric Theory, 1986, 2, (02), 191-201 Downloads View citations (8)

1982

  1. Robust Tests for Heteroscedasticity Based on Regression Quantiles
    Econometrica, 1982, 50, (1), 43-61 Downloads View citations (229)
  2. Tests of Linear Hypotheses and l[subscript]1 Estimation
    Econometrica, 1982, 50, (6), 1577-83 Downloads View citations (7)

1981

  1. Point Spreads versus Odds
    Journal of Political Economy, 1981, 89, (4), 752-68 Downloads View citations (2)

1978

  1. Regression Quantiles
    Econometrica, 1978, 46, (1), 33-50 Downloads View citations (1842)
 
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