Competitive equilibrium of incomplete markets for securities with smooth payoffs

B-Tier

Journal: Journal of Mathematical Economics

Year: 1994

Volume: 23

Issue: 3

Pages: 219-234

Authors (2)

Huang, Peter H. (not in RePEc) Wu, Ho-Mou (Peking University)

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