The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Karen Benson; Peter Pope; Robert Faff
| 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
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| Subject: | Investitionsrisiko | Investment risk | Risikomanagement | Risk management | Börsenkurs | Share price | Investmentfonds | Investment Fund | Gini-Koeffizient | Gini coefficient | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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