Institution: Boston University
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 | 0.00 | 0.67 | 0.00 | 0.67 | 22% |
| Last 10 Years | 2.69 | 1.35 | 0.67 | 0.00 | 4.71 | 70% |
| All Time | 2.69 | 9.42 | 1.35 | 0.00 | 13.45 | 91% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation | Journal of Economic Dynamics and Control | B | 3 |
| 2020 | Dynamic Noisy Rational Expectations Equilibrium With Insider Information | Econometrica | S | 3 |
| 2018 | Asset pricing with beliefs-dependent risk aversion and learning | Journal of Financial Economics | A | 3 |
| 2013 | A Structural Model of Dynamic Market Timing | The Review of Financial Studies | A | 2 |
| 2010 | Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications | The Review of Financial Studies | A | 2 |
| 2007 | Heterogeneous preferences and equilibrium trading volume | Journal of Financial Economics | A | 3 |
| 2006 | Asymptotic properties of Monte Carlo estimators of diffusion processes | Journal of Econometrics | A | 3 |
| 2005 | Intertemporal asset allocation: A comparison of methods | Journal of Banking & Finance | B | 3 |
| 2003 | A Monte Carlo Method for Optimal Portfolios | Journal of Finance | A | 3 |