Factor based index tracking

B-Tier
Journal: Journal of Banking & Finance
Year: 2006
Volume: 30
Issue: 8
Pages: 2215-2233

Authors (2)

Corielli, Francesco (not in RePEc) Marcellino, Massimiliano (Università Commerciale Luigi B...)

Score contribution per author:

1.005 = (α=2.01 / 2 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:30:y:2006:i:8:p:2215-2233
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25