Ambiguity overprecision and optimal capital requirements in continuous time

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2026

Volume: 183

Issue: C

Authors (3)

Li, Jingyuan (Lingnan University) Lin, Qian (not in RePEc) Tian, Weidong (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