Estimation Risk and Simple Rules for Optimal Portfolio Selection.

A-Tier

Journal: Journal of Finance

Year: 1983

Volume: 38

Issue: 4

Pages: 1087-93

Authors (2)

Chen, Son-Nan (not in RePEc) Brown, Stephen J (New York University (NYU))

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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