Details about Gilbert W. Bassett, Jr.

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

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Short-id: pba248

Working Papers

2004

1. Pessimistic portfolio allocation and Choquet expected utility
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (71)
   See also Journal Article Pessimistic Portfolio Allocation and Choquet Expected Utility, Journal of Financial Econometrics, Oxford University Press (2004) View citations (71) (2004)

Journal Articles

2014

1. WHAT DOES β SMB > 0 REALLY MEAN?
   Journal of Financial Research, 2014, 37, (4), 543-552 View citations (5)

2010

2. March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis
   Journal of Business & Economic Statistics, 2010, 28, (1), 26-35 View citations (7)

2007

3. Fundamental indexation via smoothed cap weights
   Journal of Banking & Finance, 2007, 31, (11), 3486-3502 View citations (17)

2006

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

2005

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

2004

6. Pessimistic Portfolio Allocation and Choquet Expected Utility
   Journal of Financial Econometrics, 2004, 2, (4), 477-492 View citations (71)
   See also Working Paper Pessimistic portfolio allocation and Choquet expected utility, CeMMAP working papers (2004) View citations (71) (2004)

2001

7. Portfolio style: Return-based attribution using quantile regression
   Empirical Economics, 2001, 26, (1), 293-305 View citations (50)

1999

8. Robust Voting
   Public Choice, 1999, 99, (3-4), 299-310 View citations (14)

1994

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

1992

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

1988

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

1987

13. The St. Petersburg Paradox and Bounded Utility
    History of Political Economy, 1987, 19, (4), 517-523 View citations (10)

1986

14. Strong Consistency of Regression Quantiles and Related Empirical Processes
    Econometric Theory, 1986, 2, (2), 191-201 View citations (16)

1982

15. Robust Tests for Heteroscedasticity Based on Regression Quantiles
    Econometrica, 1982, 50, (1), 43-61 View citations (424)
16. Tests of Linear Hypotheses and l[subscript]1 Estimation
    Econometrica, 1982, 50, (6), 1577-83 View citations (20)

1981

17. Point Spreads versus Odds
    Journal of Political Economy, 1981, 89, (4), 752-68 View citations (6)

1978

18. Regression Quantiles
    Econometrica, 1978, 46, (1), 33-50 View citations (4473)