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Mean-Extended Gini Portfolios: The Ultimate Frontier

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Listed:
  • Haim Shalit

    (BGU)

  • Frank Hespeler

Abstract

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Suggested Citation

  • Haim Shalit & Frank Hespeler, 2016. "Mean-Extended Gini Portfolios: The Ultimate Frontier," Working Papers 1603, Ben-Gurion University of the Negev, Department of Economics.
    • Handle: RePEc:bgu:wpaper:1603
    as

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    File URL: http://in.bgu.ac.il/en/humsos/Econ/Workingpapers/1603.pdf
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    References listed on IDEAS

    as
    1. Haim Shalit & Shlomo Yitzhaki, 2010. "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 431-444, November.
    2. Haim Shalit & Shlomo Yitzhaki, 2005. "The Mean‐Gini Efficient Portfolio Frontier," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(1), pages 59-75, March.
    3. Haim Shalit, 1995. "Mean‐Gini hedging in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(6), pages 617-635, September.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Mean-Gini portfolios; numerical optimization; stochastic dominance portfolios; 3D efficient frontier;
    All these keywords.

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