Institution: London School of Economics (LSE)
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.systemicrisk.ac.uk/people/jean-pierre-zigrand
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 | 2.02 | 2.69 | 2.02 | 6.73 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2009 | Strategic Financial Innovation in Segmented Markets | The Review of Financial Studies | A | 2 |
| 2008 | Equilibrium asset pricing with systemic risk | Economic Theory | B | 2 |
| 2006 | On time-scaling of risk and the square-root-of-time rule | Journal of Banking & Finance | B | 2 |
| 2006 | Endogenous market integration, manipulation and limits to arbitrage | Journal of Mathematical Economics | C | 1 |
| 2004 | The impact of risk regulation on price dynamics | Journal of Banking & Finance | B | 3 |
| 2004 | A general equilibrium analysis of strategic arbitrage | Journal of Mathematical Economics | C | 1 |