Stochastic Bounds for Reference Sets in Portfolio Analysis

B-Tier
Journal: Management Science
Year: 2021
Volume: 67
Issue: 12
Pages: 7737-7754

Authors (3)

Stelios Arvanitis (not in RePEc) Thierry Post (not in RePEc) Nikolas Topaloglou (Athens University of Economics)

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:inm:ormnsc:v:67:y:2021:i:12:p:7737-7754
Journal Field
General
Author Count
3
Added to Database
2026-02-17