Rare Disasters, Credit, and Option Market Puzzles

B-Tier
Journal: Management Science
Year: 2017
Volume: 63
Issue: 5
Pages: 1341-1364

Authors (3)

Peter Christoffersen Du Du (not in RePEc) Redouane Elkamhi (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:inm:ormnsc:v:63:y:2017:i:5:p:1341-1364
Journal Field
General
Author Count
3
Added to Database
2026-02-08