• 43 Citations
  • 2 h-Index
19922010
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Fingerprint Dive into the research topics where Fernando Diz is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Data envelopment analysis Business & Economics
Commodities Business & Economics
Assets Business & Economics
Leverage Business & Economics
Margin Business & Economics
Discrete-time Business & Economics
Contingent claim pricing Business & Economics
Advisors Business & Economics

Projects 2004 2010

IRP Ranking

Diz, F.

Bear Stearns & Co. Inc.

6/25/046/30/07

Project: Research project

IRP Ranking

Diz, F. & Shukla, R.

UBS Securities LLC

4/15/047/31/10

Project: Research project

Research Output 1992 2005

  • 43 Citations
  • 2 h-Index
  • 4 Article
  • 1 Review article
16 Citations (Scopus)

Simple and cross efficiency of CTAs using data envelopment analysis

Gregoriou, G. N., Rouah, F., Satchell, S. & Diz, F., Oct 2005, In : European Journal of Finance. 11, 5, p. 393-409 17 p.

Research output: Contribution to journalReview article

Data envelopment analysis
Benchmark
Risk-return
Ranking
Net worth
2 Citations (Scopus)

Commodity trading advisors' leverage and reported margin-to-equity ratios

Diz, F., Oct 1 2003, In : Journal of Futures Markets. 23, 10, p. 1003-1017 15 p.

Research output: Contribution to journalArticle

Advisors
Leverage
Equity
Commodities
Margin
24 Citations (Scopus)

Do the options markets really overreact?

Diz, F. & Finucane, T. J., 1993, In : Journal of Futures Markets. 13, 3, p. 299-312 14 p.

Research output: Contribution to journalArticle

Options markets

Pricing Contingent Claims on a Risky Asset and Stochastic Interest Rates: A New Discrete Time Approach

Diz, F., 1993, In : Financial Review. 28, 1, p. 45-75 31 p.

Research output: Contribution to journalArticle

Assets
Discrete-time
Contingent claim pricing
Stochastic interest rates
Contingent claims
1 Citation (Scopus)

The theoretical source of autocorrelation in forward and futures price relationships

Polakoff, M. A. & Diz, F., 1992, In : Journal of Futures Markets. 12, 4, p. 459-473 15 p.

Research output: Contribution to journalArticle

Futures prices
Forward price
Autocorrelation

Press and Media

WHITMAN SCHOOL OBSERVES 15TH ANNIVERSARY OF WHITMAN DAY

Fernando Diz

4/2/18

1 item of Media coverage

Press/Media: Expert Comment

Third Avenue Stumbles on Distress Investing Martin Whitman Pioneered

Fernando Diz

12/12/15

1 item of Media coverage

Press/Media: Expert Comment

Third Avenue Stumbles on Distress Investing Whitman Pioneered

Fernando Diz

12/12/15

1 item of Media coverage

Press/Media: Expert Comment

Whitman School of Management Hosts 12th Annual Whitman Day

Fernando Diz

4/16/15

1 item of Media coverage

Press/Media: Expert Comment