Asset pricing with loss aversion

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2008

Volume: 32

Issue: 10

Pages: 3253-3274

Authors (2)

Grüne, Lars (not in RePEc) Semmler, Willi (The New School)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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