The term structure of systematic and idiosyncratic risk

C-Tier

Journal: Journal of Futures Markets

Year: 2019

Volume: 39

Issue: 4

Pages: 435-460

Authors (3)

Fabian Hollstein (not in RePEc) Marcel Prokopczuk (Leibniz Universität Hannover) Chardin Wese Simen (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