Scenario modelling for selective hedging strategies

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2004
Volume: 28
Issue: 5
Pages: 955-974

Authors (3)

Beltratti, Andrea Laurant, Andrea (not in RePEc) Zenios, Stavros A. (Norges Handelshøyskole (NHH))

Score contribution per author:

0.670 = (α=2.01 / 3 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:28:y:2004:i:5:p:955-974
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24