Concepedia

Andrew Kalotay

AK

16

Publications

469

Citations

13

H-Index

1971

Active since

Affiliations

Yale University(Current)

Nokia (United States)

AT&T (United States)

Andrew Kalotay is an author at Yale University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingLawTax PolicyPublic FinanceTax LawEstate TaxEngineering

Publications per year

1971–2014

16

Publications

16

A Model for Valuing Bonds and Embedded Options

Andrew Kalotay, George O. Williams, Frank J. Fabozzi · Financial Analysts Journal · 1993 · 87 citations

Option Pricing, Economics, Bond Value +11

AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES

Andrew Kalotay, Deane Yang, Frank J. Fabozzi · International Journal of Theoretical and Applied Finance · 2004 · 73 citations

Economics, Option Pricing, Financial Economics +13

Tax Differentials and Callable Bonds

William M. Boyce, Andrew Kalotay · The Journal of Finance · 1979 · 66 citations

Economics, Tax Incentive, Public Finance +13

Optimum Bond Calling and Refunding

William M. Boyce, Andrew Kalotay · INFORMS Journal on Applied Analytics · 1979 · 33 citations

Optimum Bond Calling, Call Option, Bell Labs +11

Capacity Expansion and Specialization

Andrew Kalotay · Management Science · 1973 · 32 citations

Engineering, Optimal Policy, Market Design +18

Rows per page

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