Institution: Università Politecnica delle Marche
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://utenti.dea.univpm.it/palomba
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 | 0.34 | 0.34 | 6% |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.34 | 0.34 | 5% |
| All Time | 0.00 | 0.00 | 2.02 | 0.84 | 2.86 | 76% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | The role of uncertainty in forecasting volatility comovements across stock markets | Economic Modeling | C | 3 |
| 2012 | Portfolio frontiers with restrictions to tracking error volatility and value at risk | Journal of Banking & Finance | B | 2 |
| 2011 | Simulation‐based tests of forward‐looking models under VAR learning dynamics | Journal of Applied Econometrics | B | 2 |
| 2009 | Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity | Economic Modeling | C | 2 |