Concepedia

Fernando Diz

FD

6

Publications

181

Citations

6

H-Index

1993

Active since

Affiliations

Syracuse University(Current)

Fernando Diz is an author at Syracuse University specializing in business, finance, and management.

Top concepts

BusinessFinanceManagementAsset PricingOption PricingStrategyEconomicsStatisticsEngineeringRisk Management

Publications per year

1993–2005

6

Publications

6

Do the options markets really overreact?

Fernando Diz, Thomas J. Finucane · Journal of Futures Markets · 1993 · 70 citations

Market Microstructure, Economics, Market Failure +8

The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market

Fernando Diz, Thomas J. Finucane · Review of Financial Studies · 1993 · 51 citations

Empirical Finance, Behavioral Decision Making, P 100 +21

Simple and cross efficiency of CTAs using data envelopment analysis

Greg N. Gregoriou, Fabrice Douglas Rouah, Stephen Satchell et al. · European Journal of Finance · 2005 · 24 citations

Performance Benchmarking, Resource Efficiency, Cta Classifications +17

How Do CTAs' Return Distribution Characteristics Affect Their Likelihood of Survival?

Fernando Diz · The Journal of Alternative Investments · 1999 · 13 citations

Reliability, Do Ctas, Engineering +13

CTA Survivor and Nonsurvivor

Fernando Diz · The Journal of Alternative Investments · 1999 · 12 citations

Decision Science, Business Analytics, Forensic Medicine +16

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