Portfolio selection with limited downside risk

C-Tier

Journal: Journal of Empirical Finance

Year: 2000

Volume: 7

Issue: 3-4

Pages: 247-269

Authors (3)

Jansen, Dennis W. (not in RePEc) Koedijk, Kees G. (not in RePEc) de Vries, Casper G. (Erasmus Universiteit Rotterdam)

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