Avner Wolf
Affiliations: | City University of New York, New York, NY, United States |
Area:
FinanceGoogle:
"Avner Wolf"Children
Sign in to add trainee| Alessandro Castaldo | grad student | 2002 | CUNY |
| Susana Yu | grad student | 2002 | CUNY |
| Fouad Ayari | grad student | 2006 | CUNY |
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Publications
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| Wolf A, Hessel C. (2012) Pricing Options on Foreign Currency with a Preset Exchange Rate Journal of Mathematical Finance. 2012: 214-224 |
| Schwartz RA, Wolf A, Paroush J. (2010) The dynamic process of price discovery in an equity market Managerial Finance. 36: 554-565 |
| Bali TG, Demirtas KO, Levy H, et al. (2009) Bonds versus stocks: Investors' age and risk taking Journal of Monetary Economics. 56: 817-830 |
| Grant JL, Wolf A, Yu S. (2005) Intraday price reversals in the US stock index futures market: A 15-year study Journal of Banking and Finance. 29: 1311-1327 |
| Yu S, Rentzler J, Wolf A. (2004) Long-Short Strategies May Not Be Factor-Neutral The Journal of Investing. 13: 44-53 |
| Yu S, Wolf A. (2003) Empirical Study on Price Momentum Strategy for Long, Short, and Long/Short Equity Portfolios: Optimal Rebalancing Period and Optimal Size The Journal of Wealth Management. 6: 73-87 |
| Yu S, Wolf A. (2003) An Examination of Average Returns, Dispersion of Average Returns, and Bid-Ask Quotes: on Long, Short, and Long/Short Portfolios Under Different Trading Methods The Journal of Wealth Management. 5: 23-36 |
| Wolf A. (1995) Import and hedging uncertainty in international trade Journal of Futures Markets. 15: 101-110 |
| Paroush J, Wolf A. (1992) The Derived Demand with Hedging Cost Uncertainty in the Futures Markets The Economic Journal. 102: 831-844 |
| Castelino MG, Francis JC, Wolf A. (1991) Cross‐Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle The Financial Review. 26: 179-210 |