Institution: Case Western Reserve University
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 | 3.69 | 1.68 | 0.00 | 9.05 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2009 | Moral hazard and adverse selection in the originate-to-distribute model of bank credit | Journal of Monetary Economics | A | 2 |
| 2008 | The economic determinants of interest rate option smiles | Journal of Banking & Finance | B | 3 |
| 2005 | Pricing and hedging interest rate options: Evidence from cap-floor markets | Journal of Banking & Finance | B | 2 |
| 2005 | Do hedge funds have enough capital? A value-at-risk approach | Journal of Financial Economics | A | 2 |
| 2003 | Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets | Journal of Finance | A | 3 |
| 2000 | An empirical examination of the convexity bias in the pricing of interest rate swaps | Journal of Financial Economics | A | 2 |