The hazards of mutual fund underperformance: A Cox regression analysis

C-Tier

Journal: Journal of Empirical Finance

Year: 1999

Volume: 6

Issue: 2

Pages: 121-152

Authors (3)

Lunde, Asger (not in RePEc) Timmermann, Allan (not in RePEc) Blake, David (City St George's)

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