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Gilbert W. Bassett Jr.

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This is information that was supplied by Gilbert Bassett in registering through RePEc. If you are Gilbert W. Bassett Jr., you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gilbert
Middle Name: W.
Last Name: Bassett
Suffix: Jr.

RePEc Short-ID: pba248

Email: [This author has chosen not to make the email address public]
Homepage: http://tigger.uic.edu/~gib/
Postal Address:
Phone:

Affiliation

Department of Finance
College of Business Administration
University of Illinois at Chicago
Location: Chicago, Illinois (United States)
Homepage: http://www.uic.edu/cba/cba-depts/finance/
Email:
Phone: 312-996-2980
Fax: 312-413-7948
Postal: University Hall 2431, Mail Code 168, 601 South Morgan Street, Chicago, Illinois 60607
Handle: RePEc:edi:dfuicus (more details at EDIRC)

Works

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Working papers

  1. Gilbert W. Bassett Jr & Roger Koenker & Gregory Kordas, 2004. "Pessimistic portfolio allocation and Choquet expected utility," CeMMAP working papers CWP09/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

Articles

  1. Koenker, Roger & Bassett Jr., Gilbert W., 2010. "March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 26-35.
  2. Chen, Chen & Chen, Rong & Bassett, Gilbert W., 2007. "Fundamental indexation via smoothed cap weights," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3486-3502, November.
  3. Persky, Joseph & Bassett, Gilbert W., 2006. "Conceptualizing Inequality and Risk," Journal of the History of Economic Thought, Cambridge University Press, vol. 28(01), pages 81-93, March.
  4. Bassett, Gilbert Jr., 2005. "Proposing a dinner date: analysis by rank-dependent expected utility," Journal of Economic Behavior & Organization, Elsevier, vol. 58(3), pages 393-402, November.
  5. Gilbert W. Bassett, 2004. "Pessimistic Portfolio Allocation and Choquet Expected Utility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(4), pages 477-492.
  6. Gilbert W. Bassett Jr. & Hsiu-Lang Chen, 2001. "Portfolio style: Return-based attribution using quantile regression," Empirical Economics, Springer, vol. 26(1), pages 293-305.
  7. Bassett, Gilbert W, Jr & Persky, Joseph, 1999. " Robust Voting," Public Choice, Springer, vol. 99(3-4), pages 299-310, June.
  8. Bassett, Gilbert W., 1994. "A note on min--maxbias estimators in approximately linear models," Statistics & Probability Letters, Elsevier, vol. 21(1), pages 27-28, September.
  9. Bassett, Gilbert W. & Koenker, Roger W., 1992. "A note on recent proposals for computing l1 estimates," Computational Statistics & Data Analysis, Elsevier, vol. 14(2), pages 207-211, August.
  10. Bassett, Gilbert W., 1988. "A p-subset property of L1 and regression quantile estimates," Computational Statistics & Data Analysis, Elsevier, vol. 6(3), pages 297-304, April.
  11. Bassett, Gilbert W., 1988. "A property of the observations fit by the extreme regression quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 6(4), pages 353-359, June.
  12. Gilbert W. Bassett, Jr., 1987. "The St. Petersburg Paradox and Bounded Utility," History of Political Economy, Duke University Press, vol. 19(4), pages 517-523, Winter.
  13. Bassett, Gilbert W. & Koenker, Roger W., 1986. "Strong Consistency of Regression Quantiles and Related Empirical Processes," Econometric Theory, Cambridge University Press, vol. 2(02), pages 191-201, August.
  14. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Tests of Linear Hypotheses and l[subscript]1 Estimation," Econometrica, Econometric Society, vol. 50(6), pages 1577-83, November.
  15. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
  16. Bassett, Gilbert W, Jr, 1981. "Point Spreads versus Odds," Journal of Political Economy, University of Chicago Press, vol. 89(4), pages 752-68, August.
  17. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2005-06-14. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Breadth of citations across fields

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