Institution: HEC Paris (École des Hautes Études Commerciales)
Primary Field: Finance (weighted toward more recent publications)
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 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 1.01 | 2.35 | 4.02 | 0.00 | 12.74 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 1997 | Valuing Risky Fixed Rate Debt: An Extension | Journal of Financial and Quantitative Analysis | B | 2 |
| 1994 | The pricing of forward-starting asian options | Journal of Banking & Finance | B | 3 |
| 1993 | Optimal hedging in a futures market with background noise and basis risk | European Economic Review | B | 3 |
| 1992 | Optimal currency hedge ratios and interest rate risk | Journal of International Money and Finance | B | 2 |
| 1991 | The Pricing of Default-Free Interest Rate Cap, Floor, and Collar Agreements. | Journal of Finance | A | 3 |
| 1990 | Optimal Hedging under Intertemporally Dependent Preferences. | Journal of Finance | A | 3 |
| 1989 | More on Insurance as a Giffen Good. | Journal of Risk and Uncertainty | B | 3 |
| 1985 | Relative Risk Aversion in Comparative Statics: Comment. | American Economic Review | S | 2 |
| 1985 | On the Theory of Rational Insurance Purchasing: A Note. | Journal of Finance | A | 2 |