A direct test for the mean variance efficiency of a portfolio

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2002

Volume: 26

Issue: 7-8

Pages: 1195-1215

Authors (3)

Basak, Gopal (not in RePEc) Jagannathan, Ravi (Northwestern University) Sun, Guoqiang (not in RePEc)

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