Institution: Imperial College
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 | 0.00 | 7.04 | 1.01 | 0.00 | 15.08 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2014 | When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia | Journal of Finance | A | 3 |
| 2010 | Differences in beliefs and currency risk premiums | Journal of Financial Economics | A | 3 |
| 2010 | Correlation Risk and Optimal Portfolio Choice | Journal of Finance | A | 3 |
| 2007 | Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates | Journal of Finance | A | 2 |
| 2006 | Model Uncertainty and Option Markets with Heterogeneous Beliefs | Journal of Finance | A | 2 |
| 2005 | Inflation risk premia and the expectations hypothesis | Journal of Financial Economics | A | 2 |
| 2005 | Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models | Journal of Banking & Finance | B | 2 |
| 2002 | Liquidity risk and specialness | Journal of Financial Economics | A | 2 |
| 2001 | The Price of a Smile: Hedging and Spanning in Option Markets. | The Review of Financial Studies | A | 2 |