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Paolo Vanini

Global rank #9853 88%

Institution: Universität Basel

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2002

Most Recent: 2010

RePEc ID: pva551 ↗

Publication Scores

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 0.00 0.00 0.00
All Time 0.00 0.67 8.71 0.00 10.05

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 9.42

Publications (11)

Year Article Journal Tier Authors
2010 Stated and revealed investment decisions concerning retail structured products Journal of Banking & Finance B 2
2008 Learning and Asset Prices Under Ambiguous Information The Review of Financial Studies A 3
2007 A simple model of credit contagion Journal of Banking & Finance B 3
2007 Credit portfolios: What defines risk horizons and risk measurement? Journal of Banking & Finance B 2
2006 Equilibrium impact of value-at-risk regulation Journal of Economic Dynamics and Control B 3
2006 Optimal credit limit management under different information regimes Journal of Banking & Finance B 3
2004 A geometric approach to multiperiod mean variance optimization of assets and liabilities Journal of Economic Dynamics and Control B 3
2004 Robustness and Ambiguity Aversion in General Equilibrium Review of Finance B 2
2004 An analysis of IMF-induced moral hazard Journal of Banking & Finance B 2
2002 A note on robustness in Merton's model of intertemporal consumption and portfolio choice Journal of Economic Dynamics and Control B 2
2002 Optimal Decision-Making with Time Diversification Review of Finance B 2