Minimum-cost portfolio insurance

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2000

Volume: 24

Issue: 11-12

Pages: 1703-1719

Authors (3)

Aliprantis, C. D. (not in RePEc) Brown, D. J. (Yale University) Werner, J. (University of Minnesota)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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