Risk Aversion and Wealth Effects on Portfolios with Many Assets

S-Tier

Journal: Review of Economic Studies

Year: 1972

Volume: 39

Issue: 3

Pages: 331-354

Authors (2)

D. Cass J. E. Stiglitz (Columbia University)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle: repec:oup:restud:v:39:y:1972:i:3:p:331-354.
Journal Field: General
Author Count: 2
Added to Database: 2026-01-25