Institution: Università Commerciale Luigi Bocconi
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 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 1.01 | 1.01 | 0.00 | 2.02 | 47% |
| All Time | 0.00 | 2.35 | 3.03 | 0.00 | 5.38 | 82% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | A persistence‐based Wold‐type decomposition for stationary time series | Quantitative Economics | B | 4 |
| 2019 | The scale of predictability | Journal of Econometrics | A | 4 |
| 2017 | A Multivariate Model of Strategic Asset Allocation with Longevity Risk | Journal of Financial and Quantitative Analysis | B | 4 |
| 2013 | Long-Run Risk and the Persistence of Consumption Shocks | The Review of Financial Studies | A | 3 |
| 2005 | Hedging using simulation: a least squares approach | Journal of Economic Dynamics and Control | B | 1 |