How does beta explain stochastic dominance efficiency?
Year of publication: |
2010
|
---|---|
Authors: | Shalit, Haim ; Yitzhaki, Shlomo |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 35.2010, 4, p. 431-444
|
Publisher: |
Springer |
Subject: | Systematic risk | Gini | Extended Gini | Marginal conditional stochastic dominance | Lorenz curves |
-
How does beta explain stochastic dominance efficiency?
Shalit, Haim, (2010)
-
How Does Beta Explain Stochastic Dominance Efficiency?
Shalit, Haim, (2008)
-
A Family of Correlation Coefficients Based on the Extended Gini Index
Schechtman, E., (2003)
- More ...
-
How does beta explain stochastic dominance efficiency?
Shalit, Haim, (2010)
-
Mean-Gini, portfolio theory, and the pricing of risky assets
Shalit, Haim, (1984)
-
Shalit, Haim, (2002)
- More ...