The estimation of systematic risk under differentiated risk aversion: A mean-extended gini approach

Review of Quantitative Finance and Accounting

Volumn 12, Issue 2, 1999, Pages 135-158

  Gregory Allen, Russell B ^a   Shalit, Haim ^b  

^a Teachers Insurance and Annuity Association College Retirement Equities Fund   (United States)

^b BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

Author keywords

Beta; Instrumental variable estimation; Mean Gini; Normality test

Indexed keywords

EID: 30844441100     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/a:1008348104882     Document Type: Article

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