The Dynamic Relation Between Returns and Idiosyncratic Volatility
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- Lee, Bong Soo & Li, Ming-Yuan Leon, 2012. "Diversification and risk-adjusted performance: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2157-2173.
- repec:sgm:jbfeuw:v:2:y:2017:i:8:p:27-53 is not listed on IDEAS
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