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~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Faff, Robert W."
~person:"Shleifer, Andrei"
~person:"Stein, Jeremy C."
~subject:"Theory"
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Journal of quantitative economics : official journal of the Indian Econometric Society
NBER working paper series
15
Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
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The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Benson, Karen
;
Pope, Peter J.
;
Faff, Robert W.
- In:
Journal of quantitative economics : official journal of …
1
(
2003
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10001807026
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Persistence and predictability of skewness in country equity market returns
Lai, Eric
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of quantitative economics : official journal of …
1
(
2003
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10001807037
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