Time-series tests of a non-expected-utility model of asset pricing

B-Tier

Journal: European Economic Review

Year: 1993

Volume: 37

Issue: 5

Pages: 1083-1100

Authors (2)

Jorion, Philippe (University of California-Irvin...) Giovannini, Alberto (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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