The Endowment Model and Modern Portfolio Theory

B-Tier

Journal: Management Science

Year: 2024

Volume: 70

Issue: 3

Pages: 1554-1579

Authors (3)

Stephen G. Dimmock (National University of Singapo...) Neng Wang (not in RePEc) Jinqiang Yang (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

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