Return expectations and risk aversion heterogeneity in household portfolios

C-Tier

Journal: Journal of Empirical Finance

Year: 2017

Volume: 40

Issue: C

Pages: 201-219

Authors (3)

Bucciol, Alessandro (Università degli Studi di Vero...) Miniaci, Raffaele (not in RePEc) Pastorello, Sergio (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