Institution: Universidade Católica Portuguesa
Primary Field: Finance (weighted toward more recent publications)
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 | 5.38 | 0.67 | 0.00 | 6.05 | 88% |
| Last 10 Years | 0.00 | 5.38 | 0.67 | 0.00 | 6.05 | 77% |
| All Time | 0.00 | 7.40 | 1.68 | 0.00 | 9.08 | 87% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Crowding and Tail Risk in Momentum Returns | Journal of Financial and Quantitative Analysis | B | 3 |
| 2022 | Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios | The Review of Financial Studies | A | 2 |
| 2021 | Time-varying state variable risk premia in the ICAPM | Journal of Financial Economics | A | 3 |
| 2021 | Do limits to arbitrage explain the benefits of volatility-managed portfolios? | Journal of Financial Economics | A | 2 |
| 2015 | Beyond the Carry Trade: Optimal Currency Portfolios | Journal of Financial and Quantitative Analysis | B | 2 |
| 2015 | Momentum has its moments | Journal of Financial Economics | A | 2 |