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David Blake

Global rank #5423 93%

Institution: City University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.pensions-institute.org/

First Publication: 1981

Most Recent: 2021

RePEc ID: pbl129 ↗

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 0.67 0.00 0.67
Last 10 Years 0.00 0.40 1.68 0.00 2.73
All Time 0.00 3.32 9.72 0.00 19.12

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 18.65

Publications (20)

Year Article Journal Tier Authors
2021 Quantifying loss aversion: Evidence from a UK population survey Journal of Risk and Uncertainty B 3
2019 The valuation of no-negative equity guarantees and equity release mortgages Economics Letters C 4
2018 Network centrality and delegated investment performance Journal of Financial Economics A 5
2018 Liquidity, investment style, and the effect of fund size on fund performance Review of Finance B 4
2017 New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods Journal of Financial and Quantitative Analysis B 4
2014 Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners Journal of Economic Dynamics and Control B 3
2014 Improved inference in the evaluation of mutual fund performance using panel bootstrap methods Journal of Econometrics A 4
2013 Decentralized Investment Management: Evidence from the Pension Fund Industry Journal of Finance A 5
2013 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion Journal of Economic Dynamics and Control B 3
2008 What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom Economica C 1
2006 Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans Journal of Economic Dynamics and Control B 3
1998 Mutual Fund Performance: Evidence from the UK Review of Finance B 2
1997 The demand for alcohol in the United Kingdom Applied Economics C 2
1992 The Demand for Cider in the United Kingdom. Oxford Bulletin of Economics and Statistics B 2
1991 Debt-equity swaps as bond conversions: implications for pricing Journal of Banking & Finance B 2
1989 Testing models generating time varying asset return expectations and risks : The case of UK private sector pension funds Economic Modeling C 1
1988 The stochastic analysis of competitive unemployment insurance premiums European Economic Review B 2
1984 Complete systems methods of estimating models with rational and adaptive expectations : A case study European Economic Review B 1
1982 Monetarism and the US economy: A re-evaluation of Stein's model 1960-1973 Journal of Monetary Economics A 2
1981 Modelling the Ultimate Absurdity: A Comment on "A Quantitative Study of the Strategic Arms Race in the Missile Age." Review of Economics and Statistics A 2