Mean–variance Versus Full‐scale Optimization: Broad Evidence for the UK

C-Tier

Journal: The Manchester School

Year: 2008

Volume: 76

Issue: s1

Pages: 134-156

Authors (5)

BJÖRN HAGSTRÖMER (not in RePEc) RICHARD G. ANDERSON (not in RePEc) JANE M. BINNER (not in RePEc) THOMAS ELGER BIRGER NILSSON (not in RePEc)

Score contribution per author:

0.202 = (α=2.02 / 5 authors) × 0.5x C-tier

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