The effect of estimation risk on optimal portfolio choice

A-Tier

Journal: Journal of Financial Economics

Year: 1976

Volume: 3

Issue: 3

Pages: 215-231

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