Intertemporal asset allocation: A comparison of methods

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 11

Pages: 2821-2848

Authors (3)

Detemple, Jérôme (not in RePEc) Garcia, René (Université de Montréal) Rindisbacher, Marcel (Boston 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