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Ralph Koijen

Global rank #8317 90%

Institution: London Business School (LBS)

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2008

Most Recent: 2012

RePEc ID: pko589 ↗

Publication Scores

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 1.17 3.52 0.67 0.00 12.40

Publication Statistics

Raw Publications 8
Coauthorship-Adjusted Count 5.39

Publications (8)

Year Article Journal Tier Authors
2012 The term structure of interest rates in a DSGE model with recursive preferences Journal of Monetary Economics A 4
2012 On the Timing and Pricing of Dividends American Economic Review S 3
2011 Optimal Annuity Risk Management Review of Finance B 3
2010 Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk American Economic Review S 4
2010 Predictive Regressions: A Present‐Value Approach Journal of Finance A 2
2010 When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? The Review of Financial Studies A 3
2009 Mortgage timing Journal of Financial Economics A 3
2008 Optimal Decentralized Investment Management Journal of Finance A 3