Institution: University College Dublin
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://people.ucd.ie/valerio.poti
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 | 0.50 | 0.84 | 1.35 | 38% |
| Last 10 Years | 0.00 | 0.00 | 1.18 | 2.19 | 3.36 | 60% |
| All Time | 0.00 | 0.00 | 4.20 | 2.19 | 6.39 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns | Economics Letters | C | 2 |
| 2022 | Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour | Economics Letters | C | 3 |
| 2021 | Nonparametric tests for Optimal Predictive Ability | International Journal of Forecasting | B | 4 |
| 2020 | Predictability and pricing efficiency in forward and spot, developed and emerging currency markets | Journal of International Money and Finance | B | 3 |
| 2019 | Measuring excess-predictability of asset returns and market efficiency over time | Economics Letters | C | 3 |
| 2018 | A new tight and general bound on return predictability | Economics Letters | C | 1 |
| 2015 | Predictability and ‘good deals’ in currency markets | International Journal of Forecasting | B | 2 |
| 2013 | What drives currency predictability? | Journal of International Money and Finance | B | 2 |
| 2010 | The coskewness puzzle | Journal of Banking & Finance | B | 2 |