The implications of first-order risk aversion for asset market risk premiums

A-Tier
Journal: Journal of Monetary Economics
Year: 1997
Volume: 40
Issue: 1
Pages: 3-39

Authors (3)

Bekaert, Geert (Columbia University) Hodrick, Robert J. (Columbia University) Marshall, David A. (Federal Reserve Bank of Chicag...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:moneco:v:40:y:1997:i:1:p:3-39
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24