On infinite-horizon minimum-cost hedging under cone constraints

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2002
Volume: 27
Issue: 2
Pages: 283-301

Authors (1)

Huang, Kevin X. D. (Vanderbilt University)

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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Technical Details

RePEc Handle
repec:eee:dyncon:v:27:y:2002:i:2:p:283-301
Journal Field
Macro
Author Count
1
Added to Database
2026-02-02