Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks

B-Tier

Journal: Management Science

Year: 2018

Volume: 64

Issue: 4

Pages: 1693-1706

Authors (4)

Ludwig Ensthaler (not in RePEc) Olga Nottmeyer (not in RePEc) Georg Weizsäcker (not in RePEc) Christian Zankiewicz (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

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