The basis risk of catastrophic-loss index securities

A-Tier

Journal: Journal of Financial Economics

Year: 2004

Volume: 71

Issue: 1

Pages: 77-111

Authors (3)

Cummins, J. David (not in RePEc) Lalonde, David (not in RePEc) Phillips, Richard D. (Georgia State University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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