Coherent measures of risk from a general equilibrium perspective

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 8

Pages: 2517-2534

Authors (3)

Csoka, Peter (not in RePEc) Herings, P. Jean-Jacques (Universiteit van Tilburg) Koczy, Laszlo A. (Budapesti Műszaki és Gazdaságt...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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