Concepedia

Nicola Fusari

NF

Statistics

Publications

13

Citations

990

H-Index

12

Active since

2009

Affiliations

Johns Hopkins University(Current)

Northwestern University

William Carey University

Swiss Finance Institute

Johns Hopkins Medicine

Nicola Fusari is an author at Johns Hopkins University specializing in financial economics, business, and finance.

Publications per year

2009–2022

13

Publications

13

The risk premia embedded in index options

Torben G. Andersen, Nicola Fusari, Viktor Todorov · Journal of Financial Economics · 2015 · 305 citations

Business, Finance, Financial Management +14

Parametric Inference and Dynamic State Recovery From Option Panels

Torben G. Andersen, Nicola Fusari, Viktor Todorov · Econometrica · 2015 · 146 citations

Business, Economics, Finance +17

Short‐Term Market Risks Implied by Weekly Options

Torben G. Andersen, Nicola Fusari, Viktor Todorov · The Journal of Finance · 2017 · 141 citations · Full text

Business, Economics, Finance +17

Realizing smiles: Options pricing with realized volatility

Fulvio Corsi, Nicola Fusari, Davide La Vecchia · Journal of Financial Economics · 2012 · 136 citations

Business, Economics, Finance +10

Valuing Modularity as a Real Option

Andrea Gamba, Nicola Fusari · Management Science · 2009 · 91 citations

Business, Economics, Finance +17

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