Institution: Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe)
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 | 0.00 | 0.50 | 0.00 | 0.50 |
| All Time | 0.00 | 0.00 | 4.52 | 0.00 | 4.52 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Temperature shocks and welfare costs | Journal of Economic Dynamics and Control | B | 4 |
| 2015 | ‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors | Journal of Economic Dynamics and Control | B | 3 |
| 2011 | Pricing Two Heterogeneous Trees | Journal of Financial and Quantitative Analysis | B | 3 |
| 2008 | Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? | Journal of Financial and Quantitative Analysis | B | 2 |
| 2008 | Optimal portfolios when volatility can jump | Journal of Banking & Finance | B | 3 |
| 2004 | Why is the Index Smile So Steep? | Review of Finance | B | 2 |