Institution: CUNEF Universidad
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 | 1.01 | 0.00 | 0.34 | 1.35 | 42% |
| Last 10 Years | 0.00 | 1.01 | 0.67 | 0.34 | 2.02 | 47% |
| All Time | 0.00 | 1.01 | 1.68 | 0.34 | 3.03 | 77% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Machine learning and fund characteristics help to select mutual funds with positive alpha | Journal of Financial Economics | A | 4 |
| 2023 | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics | Economic Modeling | C | 3 |
| 2020 | Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection | Journal of Banking & Finance | B | 3 |
| 2015 | Hedging against embarrassment | Journal of Economic Behavior and Organization | B | 4 |
| 2012 | Optimal portfolios with minimum capital requirements | Journal of Banking & Finance | B | 4 |