Concepedia

Author

Rong Fan

Case Western Reserve University

Also Known As

Rong Fan

18

Publications

243

Citations

9

H-Index

23

Concepts

All Affiliations

Case Western Reserve UniversityMichael & AssociatesSanta Clara University
RF

About

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

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

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132

2

Economics

3

3

128

3

Management

2

2

37

4

Engineering

1

1

19

5

Data Science

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1

19

Rong Fan

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8

Publications

210

Citations

8

H-Index

YearCitations

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

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

Rong Fan, Anurag Gupta, Peter Ritchken

SSRN Electronic Journal

2002

26

Bayesian Migration in Credit Ratings Based on Probabilities of Default

Sanjiv Ranjan Das, Rong Fan, Gary Geng

The Journal of Fixed Income

2002

19

On Pricing and Hedging in the Swaption Market

Rong Fan, Anurag Gupta, Peter Ritchken

The Journal of Derivatives

2007

18

Getting the Most Out of a Mandatory Subordinated Debt Requirement

Rong Fan, Joseph G. Haubrich, Peter Ritchken,

Journal of Financial Services Research

2003

18

On Pricing and Hedging in the Swaption Market: How Many Factors, Really?

Rong Fan, Anurag Gupta, Peter Ritchken

SSRN Electronic Journal

2001

15

An index-based measure of liquidity

George Chacko, Sanjiv Ranjan Das, Rong Fan

Journal of Banking & Finance

2016

13

An Index-Based Measure of Liquidity

Rong Fan

SSRN Electronic Journal

2011

10

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