On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension.

A-Tier
Journal: Journal of Finance
Year: 1986
Volume: 41
Issue: 2
Pages: 331-37

Authors (1)

Shanken, Jay (National Bureau of Economic Re...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:bla:jfinan:v:41:y:1986:i:2:p:331-37
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29