Institution: Università Commerciale Luigi Bocconi
Primary Field: Theory (weighted toward more recent publications)
Homepage: http://didattica.unibocconi.it/mypage/index.php?IdUte=49488&cognome=ORTU&nome=FULVIO&urlBackM
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| 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 | 3.36 | 1.68 | 0.84 | 5.89 | 83% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | Long-Run Risk and the Persistence of Consumption Shocks | The Review of Financial Studies | A | 3 |
| 2011 | Intertemporal asset pricing and the marginal utility of wealth | Journal of Mathematical Economics | C | 3 |
| 2007 | Dynamic versus one-period completeness in event-tree security markets | Economic Theory | B | 2 |
| 2006 | Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization | Journal of Economic Dynamics and Control | B | 3 |
| 1997 | Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets | Journal of Mathematical Economics | C | 2 |
| 1996 | Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets | Journal of Economic Theory | A | 2 |