Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets-Reference-Cited by-同舟云学术

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Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets

Published:1984-12 Issue:5 Volume:39 Page:1449-1468
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

SHALIT HAIM,YITZHAKI SHLOMO

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. On the Measurement of Inequality;Atkinson;Journal of Economic Theory,1970

2. Simple Rules of Optimal Portfolio Selection in Stable Paretian Markets;Bawa;The Journal of Finance,1979

3. Gini Mean Difference and Portfolio Selection: An Empirical Evaluation;Bey;Journal of Financial and Quantitative Analysis

4. A Formula for the Gini Coefficient;Dorfman;Review of Economics and Statistics,1979

5. Portfolio Theory When Investment Relatives are Lognormally Distributed;Elton;The Journal of Finance,1974

Cited by 140 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Partial Gini Coefficient for Uncertain Random Variables with Application to Portfolio Selection;Mathematics;2023-09-15

2. Higher‐order moments and asset pricing in the Australian stock market;Accounting & Finance;2023-07-03

3. Mean-Gini portfolio selection with uncertain returns;Journal of Intelligent & Fuzzy Systems;2023-05-04

4. Portfolio Selection under Systemic Risk;Journal of Money, Credit and Banking;2023-03-06

5. On the General Deviation Measure and the Gini coefficient;International Journal of Economic Theory;2023-01-23

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