Institution: Federal Reserve Bank of New York
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.ny.frb.org/research/economists/rosenberg/index.html
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| 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 | 2.01 | 2.01 | 0.00 | 6.03 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2006 | A general approach to integrated risk management with skewed, fat-tailed risks | Journal of Financial Economics | A | 2 |
| 2002 | Empirical pricing kernels | Journal of Financial Economics | A | 2 |
| 1998 | Pricing multivariate contingent claims using estimated risk-neutral density functions | Journal of International Money and Finance | B | 1 |