Projects per year
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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.
- 1 Similar Profiles
Projects
- 2 Finished
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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 journal › Review article › peer-review
18 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 journal › Article › peer-review
2 Scopus citations -
Do the options markets really overreact?
Diz, F. & Finucane, T. J., May 1993, In: Journal of Futures Markets. 13, 3, p. 299-312 14 p.Research output: Contribution to journal › Article › peer-review
26 Scopus citations -
Pricing Contingent Claims on a Risky Asset and Stochastic Interest Rates: A New Discrete Time Approach
Diz, F., Feb 1993, In: Financial Review. 28, 1, p. 45-75 31 p.Research output: Contribution to journal › Article › peer-review
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The theoretical source of autocorrelation in forward and futures price relationships
Polakoff, M. A. & Diz, F., Aug 1992, In: Journal of Futures Markets. 12, 4, p. 459-473 15 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations