Shrinking the cross-section in a quantile factor framework

Additional Metadata
Keywords	SDF; factor models; PCA; quantile regression; quantile factors; characteristic-based portfolios
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/59896
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Schumans, L. (2021, November 4). Shrinking the cross-section in a quantile factor framework. Econometrie. Retrieved from http://hdl.handle.net/2105/59896

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