Optimal bond trading and the tax-timing option in Canada

B-Tier

Journal: Journal of Banking & Finance

Year: 1996

Volume: 20

Issue: 8

Pages: 1351-1363

Authors (3)

Prisman, Eliezer Z. (not in RePEc) Roberts, Gordon S. Tian, Yisong (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