Nonparametric risk management and implied risk aversion

A-Tier
Journal: Journal of Econometrics
Year: 2000
Volume: 94
Issue: 1-2
Pages: 9-51

Authors (2)

Ait-Sahalia, Yacine (Princeton University) Lo, Andrew W. (Massachusetts Institute of Tec...)

Score contribution per author:

2.011 = (α=2.01 / 2 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:econom:v:94:y:2000:i:1-2:p:9-51
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24