4 papers in the archive (2023–2026), average empirical rigor 3/10, average math complexity 5.4/10. Quadrant mix: Lab Rats ×3, Philosophers ×1.
Works mostly in Factor Investing & Asset Pricing, Fixed Income & Interest Rates.
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
The article’s aim is to provide a solution to the equity premium puzzle with a derived model. The derived model which depends on Consumption Capital Asset Pricing Model gives a solution to the puzzle with the values of coefficient of relative risk aversion around 4.40 by assuming the subjective time
This study presents empirical evidence to support the validity of new definitions in financial markets. The author develops a new method to determine investors’ risk attitudes in financial markets. The risk attitudes of investors in US financial markets from 1889-1978 are analyzed and the results in
This article’s aim is to provide the solution to the equity premium puzzle without using calibrated values. Calibrated values of subjective time discount factor were used in my prior derived models because 4 variables were determined from 3 different equations. Furthermore, calculated values and ris
The aim of this study is to present proofs for new theorems. Basic thoughts of new definitions emerge from the decision-making under uncertainty in economics and finance. Shape of the certain utility curve is central to standard definitions in determining risk attitudes of investors. Shape alone det