The effect of limited information and estimation risk on optimal portfolio diversification

A-Tier
Journal: Journal of Financial Economics
Year: 1977
Volume: 5
Issue: 1
Pages: 89-111

Authors (2)

Klein, Roger W. (Rutgers University-New Brunswi...) Bawa, Vijay S. (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jfinec:v:5:y:1977:i:1:p:89-111
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25