Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income

B-Tier
Journal: Management Science
Year: 1976
Volume: 22
Issue: 8
Pages: 921-923

Authors (1)

George M. Constantinides (University of Chicago)

Score contribution per author:

2.018 = (α=2.02 / 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:inm:ormnsc:v:22:y:1976:i:8:p:921-923
Journal Field
General
Author Count
1
Added to Database
2026-02-08