Concepedia

Andrew Rudd

AR

16

Publications

1.8K

Citations

14

H-Index

1977

Active since

Affiliations

Cornell University(Current)

Andrew Rudd is an author at Cornell University specializing in finance, business, and economic analysis.

Top concepts

FinanceBusinessEconomic AnalysisEconomicsAccountingManagementAsset PricingFinancial EconomicsOption PricingEmpirical Finance

Publications per year

1977–2008

16

Publications

16

Approximate option valuation for arbitrary stochastic processes

Robert A. Jarrow, Andrew Rudd · Journal of Financial Economics · 1982 · 625 citations

Option Pricing, Engineering, Approximate Option Valuation +4

Does Historical Performance Predict Future Performance?

Ronald N. Kahn, Andrew Rudd · Financial Analysts Journal · 1995 · 258 citations

Asset Allocation, Portfolio Management, Performance Measurement +17

Richard C. Grinold, Andrew Rudd, Dan Stefek · The Journal of Portfolio Management · 1989 · 182 citations

International Economics, International Investment, Global Investment Portfolios +16

Social Responsibility and Portfolio Performance

Andrew Rudd · California Management Review · 1981 · 142 citations

Investment Implications, Ethical Investment, Business +11

Index Options: The Early Evidence

Jeremy Evnine, Andrew Rudd · The Journal of Finance · 1985 · 106 citations

Index System, Abstract Index Options, Market Design +17

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