The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Year of publication: |
2003
|
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Authors: | Benson, Karen ; Pope, Peter J. ; Faff, Robert W. |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 1.2003, 1, p. 20-35
|
Subject: | Investitionsrisiko | Investment risk | Risikomanagement | Risk management | Börsenkurs | Share price | Investmentfonds | Investment Fund | Gini-Koeffizient | Gini coefficient | CAPM | Theorie | Theory |
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