Institution: Shanghai Jiao Tong 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 | 11.39 | 0.67 | 0.00 | 23.46 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | Optimal Convergence Trade Strategies | The Review of Financial Studies | A | 2 |
| 2010 | Information, Expected Utility, and Portfolio Choice | Journal of Financial and Quantitative Analysis | B | 3 |
| 2008 | Debt policy, corporate taxes, and discount rates | Journal of Economic Theory | A | 2 |
| 2007 | Risk, return, and dividends | Journal of Financial Economics | A | 2 |
| 2007 | Portfolio Selection in Stochastic Environments | The Review of Financial Studies | A | 1 |
| 2005 | Why stocks may disappoint | Journal of Financial Economics | A | 3 |
| 2005 | An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks | The Review of Financial Studies | A | 1 |
| 2004 | Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | The Review of Financial Studies | A | 1 |
| 2003 | Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? | Journal of Financial Economics | A | 3 |
| 2003 | Dynamic derivative strategies | Journal of Financial Economics | A | 2 |