Institution: University of Technology Sydney
Primary Field: Macro (weighted toward more recent publications)
Homepage: http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=84
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 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 0.00 | 1.35 | 0.00 | 1.35 | 70% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2007 | Hedging diffusion processes by local risk minimization with applications to index tracking | Journal of Economic Dynamics and Control | B | 3 |
| 1999 | Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions | Journal of Economic Dynamics and Control | B | 3 |