Institution: Unknown
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 | 1.68 | 0.00 | 1.68 | 47% |
| Last 10 Years | 0.00 | 0.00 | 2.35 | 0.25 | 2.61 | 52% |
| All Time | 0.00 | 0.00 | 4.04 | 1.01 | 5.05 | 81% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2026 | Time-varying repayment contracts for financial resilience in mortgage lending | Journal of Banking & Finance | B | 2 |
| 2021 | Systematic credit risk in securitised mortgage portfolios | Journal of Banking & Finance | B | 3 |
| 2018 | A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses | Journal of Empirical Finance | C | 4 |
| 2017 | Funding liquidity and bank risk taking | Journal of Banking & Finance | B | 3 |
| 2015 | A Simple Econometric Approach for Modeling Stress Event Intensities | Journal of Futures Markets | C | 4 |
| 2013 | Ratings based capital adequacy for securitizations | Journal of Banking & Finance | B | 3 |
| 2013 | Dynamic Implied Correlation Modeling and Forecasting in Structured Finance | Journal of Futures Markets | C | 4 |
| 2012 | Capital incentives and adequacy for securitizations | Journal of Banking & Finance | B | 2 |
| 2011 | Are Watch Procedures a Critical Informational Event in the Credit Ratings Process? an Empirical Investigation | Journal of Financial Research | C | 4 |