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Hanno Lustig

Global rank #3411 96%

Institution: University of California-Los Angeles (UCLA)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/lustighanno/

First Publication: 2005

Most Recent: 2016

RePEc ID: plu17 ↗

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 0.67 0.00 0.67
All Time 2.85 6.70 1.68 0.00 26.48

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 11.28

Publications (15)

Year Article Journal Tier Authors
2016 Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy Review of Economic Dynamics B 3
2012 Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing? American Economic Review S 3
2012 How Does the US Government Finance Fiscal Shocks? American Economic Journal: Macroeconomics A 3
2011 A Multiplier Approach to Understanding the Macro Implications of Household Finance Review of Economic Studies S 3
2011 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply American Economic Review S 2
2011 Technological change and the growing inequality in managerial compensation Journal of Financial Economics A 3
2011 Common Risk Factors in Currency Markets The Review of Financial Studies A 3
2010 The Market Price of Aggregate Risk and the Wealth Distribution The Review of Financial Studies A 2
2010 Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk American Economic Review S 4
2010 When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? Journal of Economic Theory A 2
2010 How Much Does Household Collateral Constrain Regional Risk Sharing? Review of Economic Dynamics B 2
2008 Fiscal hedging with nominal assets Journal of Monetary Economics A 3
2008 The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street The Review of Financial Studies A 2
2007 The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk American Economic Review S 2
2005 Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective Journal of Finance A 2