Hedging in incomplete markets with HARA utility

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 1997
Volume: 21
Issue: 4-5
Pages: 753-782

Authors (4)

Duffie, Darrell (Stanford University) Fleming, Wendell (not in RePEc) Soner, H. Mete (not in RePEc) Zariphopoulou, Thaleia (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:dyncon:v:21:y:1997:i:4-5:p:753-782
Journal Field
Macro
Author Count
4
Added to Database
2026-01-25