Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions

B-Tier

Journal: Journal of Financial and Quantitative Analysis

Year: 1976

Volume: 11

Issue: 3

Pages: 485-503

Authors (1)

Samuelson, Paul A.

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Abstract

I welcome the oppostunity to second the analysis of Davies and Ronning [4]. The considerations they raise crop up repeatedly in various contexts of uncertainty analysis and prompt the following remarks dealing with various tonics described in ray title.

Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions

Authors (1)

Abstract

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