Institution: University of Warwick
Primary Field: Finance (weighted toward more recent publications)
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 | 3.02 | 0.00 | 0.00 | 6.03 |
| All Time | 0.00 | 7.04 | 0.67 | 0.00 | 14.75 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2019 | (Almost) Model‐Free Recovery | Journal of Finance | A | 2 |
| 2019 | An anatomy of the market return | Journal of Financial Economics | A | 1 |
| 2015 | Generalized risk premia | Journal of Financial Economics | A | 1 |
| 2013 | The Skew Risk Premium in the Equity Index Market | The Review of Financial Studies | A | 3 |
| 2013 | Density approximations for multivariate affine jump-diffusion processes | Journal of Econometrics | A | 3 |
| 2012 | Properties of foreign exchange risk premiums | Journal of Financial Economics | A | 3 |
| 2011 | The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk | Journal of Financial and Quantitative Analysis | B | 3 |