How does beta explain stochastic dominance efficiency?
Haim Shalit; Shlomo Yitzhaki
| Year of publication: |
2010
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|---|---|
| Authors: | Shalit, Haim ; Yitzhaki, Shlomo |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 35.2010, 4, p. 431-444
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| Subject: | Systematic risk | Gini | Extended Gini | Marginal conditional stochastic dominance | Lorenz curves | Theorie | Theory | Gini-Koeffizient | Gini coefficient | Lorenz-Kurve | Lorenz curve | Stochastischer Prozess | Stochastic process | Einkommensverteilung | Income distribution | CAPM | Portfolio-Management | Portfolio selection | Risiko | Risk | Betafaktor | Beta risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009260269