On optimal portfolio choice under stochastic interest rates

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2001

Volume: 25

Issue: 11

Pages: 1841-1865

Authors (2)

Lioui, Abraham (Groupe EDHEC (École de Hautes ...) Poncet, Patrice (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count