The relevance of investor risk classes in ranking fund performance: An application of the Extended Mean-Gini CAPM

Benson, K. L., Pope, P. and Faff, R. W. (2003) The relevance of investor risk classes in ranking fund performance: An application of the Extended Mean-Gini CAPM. Journal of Quantitative Economics, 1 1: 20-35.

Author Benson, K. L.
Pope, P.
Faff, R. W.
Title The relevance of investor risk classes in ranking fund performance: An application of the Extended Mean-Gini CAPM
Journal name Journal of Quantitative Economics   Check publisher's open access policy
ISSN 0971-1554
Publication date 2003
Sub-type Article (original research)
Volume 1
Issue 1
Start page 20
End page 35
Total pages 16
Editor R.K. Das
Place of publication New Delhi, India
Publisher Indian Econometric Society
Collection year 2003
Subject C1
350301 Finance
710401 Finance and investment services
Q-Index Code C1

Document type: Journal Article
Sub-type: Article (original research)
Collections: Excellence in Research Australia (ERA) - Collection
2004 Higher Education Research Data Collection
UQ Business School Publications
 
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Created: Tue, 14 Aug 2007, 19:17:09 EST