Work

The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach

Year: 1999

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1008348104882

Authors: Russell B. Gregory-Allen, Haim Shalit

Institution: Ben-Gurion University of the Negev

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1539552628

FWCI: 1.995

Cites: 29

Cited by: 19

Related to: 10