Institution: University of Western Ontario
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://economics.uwo.ca/people/faculty/faculty-profile/lars-stentoft.html
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 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 1.35 | 1.35 | 0.00 | 2.69 | 54% |
| All Time | 0.00 | 1.35 | 4.04 | 0.00 | 5.38 | 82% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Affine multivariate GARCH models | Journal of Banking & Finance | B | 3 |
| 2020 | Dynamics of variance risk premia: A new model for disentangling the price of risk | Journal of Econometrics | A | 3 |
| 2020 | Pricing individual stock options using both stock and market index information | Journal of Banking & Finance | B | 3 |
| 2015 | Option pricing with asymmetric heteroskedastic normal mixture models | International Journal of Forecasting | B | 2 |
| 2014 | The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options | International Journal of Forecasting | B | 3 |
| 2011 | Multivariate option pricing with time varying volatility and correlations | Journal of Banking & Finance | B | 2 |