Shalit from the University of Maryland and the Hebrew University of Jerusalem. Yitzhaki from the Hebrew University of Jerusalem. This research was supported by a grant from the Government of Israel, the National Committee for Research and Development, Grant No. 5107. We are grateful to Haim Levy and the late Vijay Bawa, who as anonymous referees provided useful comments. All the remaining errors are, of course, ours.
Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets
Article first published online: 30 APR 2012
1984 The American Finance Association
The Journal of Finance
Volume 39, Issue 5, pages 1449–1468, December 1984
How to Cite
SHALIT, H. and YITZHAKI, S. (1984), Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets. The Journal of Finance, 39: 1449–1468. doi: 10.1111/j.1540-6261.1984.tb04917.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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