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The mean-Gini efficient portfolio frontier
Haim Shalit
, Shlomo Yitzhaki
Department of Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
38
Scopus citations
Overview
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Keyphrases
Mean-Gini
100%
Efficient Portfolio Frontier
100%
Gini Coefficient
42%
Efficient Frontier
42%
Short Selling
28%
Mean-variance Portfolio
28%
Optimization Algorithm
14%
Risk Aversion
14%
Efficient Portfolio
14%
Mean-variance
14%
Normality
14%
Mean-variance Efficient Frontier
14%
Asset Distribution
14%
Portfolio Diversification
14%
Investor Risk Aversion
14%
Portfolio Frontier
14%
Monthly Return
14%
Mean-variance Frontier
14%
Economics, Econometrics and Finance
Investors
100%
Portfolio Diversification
100%