Statistical foundations for assessing the difference between the classical and weighted-Gini betas

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Statistical foundations for assessing the difference between the classical and weighted-Gini betas. / Грибкова, Надежда Викторовна; Zitikis, Ričardas.

In: Mathematical Methods of Statistics, Vol. 26, No. 4, 01.10.2017, p. 267–281.

Research output: Contribution to journal › Article › peer-review

BibTeX

@article{8d1fbbaca7774a2eaefa5e5fb124035e,

title = "Statistical foundations for assessing the difference between the classical and weighted-Gini betas",

keywords = "beta, portfolio construction, capital allocation, weighted Gini, weighted Gini beta, consistency, , asymptotic normality",

author = "Грибкова, {Надежда Викторовна} and Ri{\v c}ardas Zitikis",

year = "2017",

month = oct,

day = "1",

language = "English",

volume = "26",

pages = "267–281",

journal = "Mathematical Methods of Statistics",

issn = "1066-5307",

publisher = "Allerton Press, Inc.",

number = "4",

}

RIS

TY - JOUR

T1 - Statistical foundations for assessing the difference between the classical and weighted-Gini betas

AU - Грибкова, Надежда Викторовна

AU - Zitikis, Ričardas

PY - 2017/10/1

Y1 - 2017/10/1

KW - beta

KW - portfolio construction

KW - capital allocation

KW - weighted Gini

KW - weighted Gini beta

KW - consistency

KW - , asymptotic normality

M3 - Article

VL - 26

SP - 267

EP - 281

JO - Mathematical Methods of Statistics

JF - Mathematical Methods of Statistics

SN - 1066-5307

IS - 4

ER -

ID: 15766656