Institution: Vrije Universiteit Brussel
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://stevenvanduffel.com
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 | 1.01 | 0.00 | 0.00 | 1.01 | 35% |
| Last 10 Years | 0.00 | 1.01 | 0.67 | 0.34 | 2.02 | 47% |
| All Time | 0.00 | 1.01 | 1.68 | 0.67 | 3.36 | 77% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | ETF Basket-Adjusted Covariance estimation | Journal of Econometrics | A | 4 |
| 2020 | Optimal insurance in the presence of multiple policyholders | Journal of Economic Behavior and Organization | B | 3 |
| 2019 | A new efficiency test for ranking investments: Application to hedge fund performance | Economics Letters | C | 3 |
| 2015 | A new approach to assessing model risk in high dimensions | Journal of Banking & Finance | B | 2 |
| 2015 | Rationalizing investors’ choices | Journal of Mathematical Economics | C | 3 |