An Economic Evaluation of Model Risk in Long-term Asset Allocations

B-Tier

Journal: Review of International Economics

Year: 2013

Volume: 21

Issue: 3

Pages: 475-491

Authors (4)

Christophe Boucher (not in RePEc) Gregory Jannin (Université Paris 1 (Panthéon-S...) Patrick Kouontchou (not in RePEc) Bertrand Maillet (EMLYON Business School)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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