Diversification benefits of commodities: A stochastic dominance efficiency approach

C-Tier

Journal: Journal of Empirical Finance

Year: 2017

Volume: 44

Issue: C

Pages: 250-269

Authors (3)

Daskalaki, Charoula (University of Crete) Skiadopoulos, George (not in RePEc) Topaloglou, Nikolas (Athens University of Economics)

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