Integration of VaR and expected utility under departures from normality

C-Tier

Journal: Agricultural Economics

Year: 2009

Volume: 40

Issue: 6

Pages: 691-699

Authors (3)

Peter J. Barry (not in RePEc) Bruce J. Sherrick Jianmei Zhao (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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