Incomplete-Market Equilibria Solved Recursively on an Event Tree

A-Tier
Journal: Journal of Finance
Year: 2012
Volume: 67
Issue: 5
Pages: 1897-1941

Authors (2)

BERNARD DUMAS (INSEAD) ANDREW LYASOFF (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:bla:jfinan:v:67:y:2012:i:5:p:1897-1941
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25