A note on co-variance properties of efficient portfolios

B-Tier
Journal: Journal of Banking & Finance
Year: 1978
Volume: 2
Issue: 4
Pages: 399-401

Authors (1)

Szego, G. P.

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:jbfina:v:2:y:1978:i:4:p:399-401
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29