The Schwarzian derivative as a ranking of downside risk aversion

B-Tier

Journal: Journal of Risk and Uncertainty

Year: 2012

Volume: 44

Issue: 2

Pages: 149-160

Authors (2)

Donald Keenan (Université de Cergy-Pontoise) Arthur Snow (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