Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note.

A-Tier

Journal: Journal of Finance

Year: 1981

Volume: 36

Issue: 4

Pages: 941-47

Authors (2)

Chen, Son-Nan (Shanghai Jiao Tong University) Keown, Arthur J (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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