Institution: Boston College
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www2.bc.edu/~fersonwa
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 | 4.69 | 0.00 | 0.00 | 13.41 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2003 | Stochastic Discount Factor Bounds with Conditioning Information | The Review of Financial Studies | A | 2 |
| 2002 | Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4 | The Review of Financial Studies | A | 1 |
| 1998 | Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance. | The Review of Financial Studies | A | 3 |
| 1993 | The Risk and Predictability of International Equity Returns. | The Review of Financial Studies | A | 2 |
| 1991 | The Variation of Economic Risk Premiums. | Journal of Political Economy | S | 2 |