Sampling error and double shrinkage estimation of minimum variance portfolios

C-Tier

Journal: Journal of Empirical Finance

Year: 2012

Volume: 19

Issue: 4

Pages: 511-527

Authors (3)

Candelon, B. (not in RePEc) Hurlin, C. (Université d'Orléans) Tokpavi, S. (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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