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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008776274