Local risk aversion in the rank dependent expected utility model: First order versus second order effects

C-Tier

Journal: Economics Letters

Year: 1998

Volume: 59

Issue: 2

Pages: 207-212

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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