On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio.

A-Tier
Journal: Journal of Finance
Year: 1984
Volume: 39
Issue: 1
Pages: 63-75

Authors (1)

Kandel, Shmuel

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:bla:jfinan:v:39:y:1984:i:1:p:63-75
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25