The extended Gini coefficient, C, is a measure of dispersion with strong theoretical merit for use in futures hedging. Yitzhaki (1982Yitzhaki ( , 1983) ) provides conditions under which a two-parameter framework using the mean and C of portfolio returns yields an efficient set consistent with second
โฆ LIBER โฆ
A note on calculating the Gini index
โ Scribed by Baiding Hu
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 292 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0378-4754
No coin nor oath required. For personal study only.
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