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Gilbert W. Bassett Jr.

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
RePEc Short-ID:pba248
[This author has chosen not to make the email address public]
Chicago, Illinois (United States)

: 312-996-2980
University Hall 2431, Mail Code 168, 601 South Morgan Street, Chicago, Illinois 60607
RePEc:edi:dfuicus (more details at EDIRC)
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  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.
  1. Hsiu-lang Chen & Gilbert Bassett, 2014. "What Does Β Smb > 0 Really Mean?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 37(4), pages 543-552, December.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Bassett, Gilbert W, Jr & Persky, Joseph, 1999. "Robust Voting," Public Choice, Springer, vol. 99(3-4), pages 299-310, June.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  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. 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.
  17. Bassett, Gilbert W, Jr, 1981. "Point Spreads versus Odds," Journal of Political Economy, University of Chicago Press, vol. 89(4), pages 752-68, August.
  18. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (1) 2005-06-14. Author is listed
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