• 43 Citations
  • 2 h-Index
19922005

Research output per year

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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.

Projects

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

  • 43 Citations
  • 2 h-Index
  • 4 Article
  • 1 Review article

Simple and cross efficiency of CTAs using data envelopment analysis

Gregoriou, G. N., Rouah, F., Satchell, S. & Diz, F., Oct 1 2005, In : European Journal of Finance. 11, 5, p. 393-409 17 p.

Research output: Contribution to journalReview article

  • 16 Scopus citations

    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

  • 2 Scopus citations

    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

    24 Scopus citations

    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

  • 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

    1 Scopus citations

    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