Concepedia

Author

Sebastián Ferrando

Toronto Metropolitan UniversityORCID

Also Known As

Ferrando, S. E., Ferrando, Sebastian, Ferrando, Sebastian E., S. E. Ferrando, S. Ferrando, S.E. Ferrando, SEBASTIAN E. FERRANDO, Sebastian E. Ferrando, Sebastian Ferrando, Sebastián E. Ferrando

57

Publications

345

Citations

9

H-Index

33

Concepts

All Affiliations

Toronto Metropolitan UniversityNational University of Mar del Plata
SF

About

Sebastián Ferrando is an author at Toronto Metropolitan University specializing in finance, business, and asset pricing.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

4

4

141

2

Engineering

4

4

148

3

Management

3

3

59

4

Computer Science

2

2

63

5

Computer Engineering

1

1

40

Sebastián Ferrando

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7

Publications

218

Citations

7

H-Index

YearCitations

Robust portfolio choice with derivative trading under stochastic volatility

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov

Journal of Banking & Finance

2015

71

Algorithm 820

Sebastián Ferrando, Lawrence A. Kolasa, Natasha Kovačević

ACM Transactions on Mathematical Software

2002

40

Optimal investment under multi-factor stochastic volatility

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov

Quantitative Finance

2016

29

Dynamic derivative strategies with stochastic interest rates and model uncertainty

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov

Journal of Economic Dynamics and Control

2017

25

Probabilistic matching pursuit with Gabor dictionaries

Sebastián Ferrando, E.J. Doolittle, Ariel Juan Bernal,

Signal Processing

2000

23

Portfolio choice with stochastic interest rates and learning about stock return predictability

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov

International Review of Economics & Finance

2015

16

Uncertainty and nonseparability

Alicia Torre, Pedro Catuogno, Sebastián Ferrando

Foundations of Physics Letters

1989

14

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