Mean-variance portfolio selection with `at-risk' constraints and discrete distributions

B-Tier
Journal: Journal of Banking & Finance
Year: 2007
Volume: 31
Issue: 12
Pages: 3761-3781

Authors (3)

Alexander, Gordon J. (University of Minnesota) Baptista, Alexandre M. (George Washington University) Yan, Shu (Oklahoma State University)

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

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Technical Details

RePEc Handle
repec:eee:jbfina:v:31:y:2007:i:12:p:3761-3781
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24