Concepedia

Sebastián Ferrando

SF

7

Publications

218

Citations

7

H-Index

1989

Active since

Affiliations

Toronto Metropolitan University(Current)

National University of Mar del Plata

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

Top concepts

FinanceBusinessEngineeringAsset PricingEconomicsManagementPortfolio OptimizationComputer ScienceCompressive SensingPattern Recognition

Publications per year

1989–2017

7

Publications

7

Robust portfolio choice with derivative trading under stochastic volatility

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov · Journal of Banking & Finance · 2015 · 71 citations

Multivariate Stochastic Volatility, Portfolio Optimization, Asset Pricing +6

Sebastián Ferrando, Lawrence A. Kolasa, Natasha Kovačević · ACM Transactions on Mathematical Software · 2002 · 40 citations

Engineering, Gabor Expansion, Filter Bank +10

Optimal investment under multi-factor stochastic volatility

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov · Quantitative Finance · 2016 · 29 citations

Economics, Portfolio Optimization, Multivariate Stochastic Volatility +15

Dynamic derivative strategies with stochastic interest rates and model uncertainty

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov · Journal of Economic Dynamics and Control · 2017 · 25 citations

Dynamic Economic Model, Economics, Term Structure Model +10

Probabilistic matching pursuit with Gabor dictionaries

Sebastián Ferrando, E.J. Doolittle, Ariel Juan Bernal et al. · Signal Processing · 2000 · 23 citations

Sparse Representation, Machine Vision, Image Analysis +8

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