Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429)
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scientific article; zbMATH DE number 6845133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical foundations for assessing the difference between the classical and weighted-Gini betas |
scientific article; zbMATH DE number 6845133 |
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Statistical foundations for assessing the difference between the classical and weighted-Gini betas (English)
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28 February 2018
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beta
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portfolio construction
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capital allocation
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weighted Gini
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consistency
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asymptotic normality
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