Evaluating the Mean-Gini Approach to Portfolio Selection
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References listed on IDEAS
- Shalit, Haim & Yitzhaki, Shlomo, 1984.
" Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets,"
Journal of Finance,
American Finance Association, vol. 39(5), pages 1449-1468, December.
- Shalit, Haim & Yitzhaki, Shlomo, 1982. "Mean-Gini, Portfolio Theory and the Pricing of Risky Assets," Working Papers 232569, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
- Porter, R. Burr, 1973. "An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(4), pages 587-608, September.
- Frankfurter, George M. & Phillips, Herbert E., 1975. "Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 177-179, March.
- Bey, Roger P. & Howe, Keith M., 1984. "Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(3), pages 329-338, September.
- Porter, R. Burr & Pfaffenberger, Roger C., 1975. "Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 181-185, March.
- Yitzhaki, Shlomo, 1982. "Stochastic Dominance, Mean Variance, and Gini's Mean Difference," American Economic Review, American Economic Association, vol. 72(1), pages 178-185, March.
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- Bey, Roger P., 1979. "Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(5), pages 1059-1070, December.
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- Cochran, Mark J., 1986. "Stochastic Dominance: The State Of The Art In Agricultural Economics," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271995, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
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KeywordsResearch Methods/ Statistical Methods;
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