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

• 1 September 1984
• journal article
• Published by JSTOR in Journal of Financial and Quantitative Analysis
• Vol. 19  (3) , 329
• https://doi.org/10.2307/2331094

Abstract

Keywords

• PORTFOLIO SELECTION
• EMPIRICAL EVALUATION
• MEAN DIFFERENCE
• GINI'S MEAN
• DIFFERENCE AND PORTFOLIO