The impact of fat tails on equilibrium rates of return and term premia

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2007

Volume: 31

Issue: 3

Pages: 887-905

Authors (2)

Bidarkota, Prasad V. (Florida International Universi...) Dupoyet, Brice V. (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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