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Information about:
Gilbert W. Bassett Jr.

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors
  6. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  8. Number of Registered Citing Authors
  9. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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. [Downloadable!]
    Published as:

Articles

  1. 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. [Downloadable!] (restricted)

  2. Joseph Persky & Gilbert Bassett, 2006. "Conceptualizing inequality and risk," Journal of the History of Economic Thought, Taylor and Francis Journals, vol. 28(1), pages 81-93, March. [Downloadable!] (restricted)
    Published as:

  3. 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. [Downloadable!] (restricted)

  4. Gilbert W. Bassett, 2004. "Pessimistic Portfolio Allocation and Choquet Expected Utility," Journal of Financial Econometrics, Oxford University Press, vol. 2(4), pages 477-492. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)

  6. Bassett, Gilbert W, Jr & Persky, Joseph, 1999. " Robust Voting," Public Choice, Springer, vol. 99(3-4), pages 299-310, June. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)

  8. 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. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  11. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January. [Downloadable!] (restricted)

  12. 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. [Downloadable!] (restricted)

  13. Bassett, Gilbert W, Jr, 1981. "Point Spreads versus Odds," Journal of Political Economy, University of Chicago Press, vol. 89(4), pages 752-68, August. [Downloadable!] (restricted)

  14. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January. [Downloadable!] (restricted)

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
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This page was last updated on 2009-12-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.