The relevance of investor risk classes in ranking fund performance: an application of the extended Mean-Gini CAPM

Karen Benson, Peter J Pope, Robert William Faff

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

Original language	English
Pages (from-to)	20 - 35
Number of pages	16
Journal	Journal of Quantitative Economics
Volume	1
Issue number	1
Publication status	Published - 2003

Cite this

@article{51b6afeb84664848a27a58916254d7aa,

title = "The relevance of investor risk classes in ranking fund performance: an application of the extended Mean-Gini CAPM",

author = "Karen Benson and Pope, {Peter J} and Faff, {Robert William}",

year = "2003",

language = "English",

volume = "1",

pages = "20 -- 35",

journal = "Journal of Quantitative Economics",

issn = "0971-1554",

number = "1",

}