Concepedia

Rong Fan

RF

8

Publications

210

Citations

8

H-Index

2001

Active since

Affiliations

Case Western Reserve University(Current)

Michael & Associates

Santa Clara University

Rong Fan is an author at Case Western Reserve University specializing in finance, asset pricing, and financial economics.

Top concepts

FinanceBusinessAsset PricingEconomic AnalysisFinancial EconomicsEconomicsStatisticsLiquidityBankruptcyManagement

Publications per year

2001–2016

8

Publications

8

Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

Rong Fan, Anurag Gupta, Peter Ritchken · The Journal of Finance · 2003 · 91 citations

Empirical Finance, Volatility Modeling, Term Structure Model +17

Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

Rong Fan, Anurag Gupta, Peter Ritchken · SSRN Electronic Journal · 2002 · 26 citations · Full text

Bayesian Migration in Credit Ratings Based on Probabilities of Default

Sanjiv Ranjan Das, Rong Fan, Gary Geng · The Journal of Fixed Income · 2002 · 19 citations

Economics, Rating Changes, Engineering +14

On Pricing and Hedging in the Swaption Market

Rong Fan, Anurag Gupta, Peter Ritchken · The Journal of Derivatives · 2007 · 18 citations

Economics, Option Pricing, Dynamic Pricing +15

Getting the Most Out of a Mandatory Subordinated Debt Requirement

Rong Fan, Joseph G. Haubrich, Peter Ritchken et al. · Journal of Financial Services Research · 2003 · 18 citations

Management, Loans, Debt Bondage +3

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