Institution: Unknown
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://www.aut.ac.nz/profiles/Computer-mathematical-sciences/professors/jiling-cao
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 2% |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 1.35 | 1.35 | 35% |
| All Time | 0.00 | 0.00 | 1.01 | 2.35 | 3.36 | 77% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Specification analysis of VXX option pricing models under Lévy processes | Journal of Futures Markets | C | 4 |
| 2020 | Pricing VIX derivatives with infinite‐activity jumps | Journal of Futures Markets | C | 4 |
| 2020 | Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices | Journal of Futures Markets | C | 3 |
| 2018 | Ex-post core, fine core and rational expectations equilibrium allocations | Journal of Mathematical Economics | C | 2 |
| 2013 | Robust efficiency in mixed economies with asymmetric information | Journal of Mathematical Economics | C | 2 |
| 2013 | On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces | Economic Theory | B | 2 |
| 2012 | Blocking efficiency in an economy with asymmetric information | Journal of Mathematical Economics | C | 2 |