Institution: Federal Reserve Bank of New York
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.ny.frb.org/research/economists/wang/index.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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 10.09 | 0.00 | 0.84 | 10.93 | 89% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2005 | A Shrinkage Approach to Model Uncertainty and Asset Allocation | The Review of Financial Studies | A | 1 |
| 2003 | Diversification benefits of emerging markets subject to portfolio constraints | Journal of Empirical Finance | C | 3 |
| 1998 | Efficiency loss and constraints on portfolio holdings | Journal of Financial Economics | A | 1 |
| 1996 | The Conditional CAPM and the Cross-Section of Expected Returns. | Journal of Finance | A | 2 |
| 1994 | Portfolio characterization of risk aversion | Economics Letters | C | 2 |