The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach
| Year of publication: |
1999
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|---|---|
| Authors: | Gregory-Allen, Russell B. ; Shalit, Haim |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 12.1999, 2, p. 135-158
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