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Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation

✍ Scribed by R. P. Bey; K. M. Howe

Book ID: 125814908
Publisher: School of Business Administration, University of Washington
Year: 1984
Tongue: English
Weight: 790 KB
Volume: 19
Category: Article
ISSN: 0022-1090
DOI: 10.2307/2331094

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See Shalit and Yitzhaki (1984), p. 1467. \*he return on the futures contract is defined as the percentage change in the futures price. Strictly speaking, however, futures contracts have no return because they require no investment. Identifying the percentage price change on the futures as the future