Institution: Queen Mary University of London
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 | 0.00 | 1.01 | 0.00 | 1.01 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options | Journal of Financial and Quantitative Analysis | B | 2 |