Institution: Imperial College, Department of Mathematics
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://wwwf.imperial.ac.uk/~dbrigo/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 1.51 | 0.00 | 1.51 |
| Last 10 Years | 0.00 | 0.00 | 2.51 | 0.00 | 2.51 |
| All Time | 0.00 | 0.00 | 2.51 | 0.00 | 2.51 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Coherent risk measures alone are ineffective in constraining portfolio losses | Journal of Banking & Finance | B | 2 |
| 2021 | Forecasting recovery rates on non-performing loans with machine learning | International Journal of Forecasting | B | 4 |
| 2019 | Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility | Journal of Banking & Finance | B | 2 |