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Cyrus A. Ramezani
Cyrus A. Ramezani
Professor of Finance, California Polytechnic
Verified email at calpoly.edu - Homepage
Title
Cited by
Cited by
Year
Growth, corporate profitability, and value creation
CA Ramezani, L Soenen, A Jung
Financial Analysts Journal 58 (6), 56-67, 2002
2352002
Maximum likelihood estimation of the double exponential jump-diffusion process
CA Ramezani, Y Zeng
Annals of Finance 3, 487-507, 2007
1362007
Maximum likelihood estimation of asymmetric jump-diffusion processes: Application to security prices
CA Ramezani, Y Zeng
Available at SSRN 606361, 1998
1071998
Aggregation, flexible forms, and estimation of food consumption parameters
CA Ramezani, D Rose, S Murphy
American Journal of Agricultural Economics 77 (3), 525-532, 1995
461995
An arbitrage-free approach to quasi-option value
JS Coggins, CA Ramezani
Journal of Environmental Economics and Management 35 (2), 103-125, 1998
441998
Affine models of the joint dynamics of exchange rates and interest rates
B Anderson, PJ Hammond, CA Ramezani
Journal of Financial and Quantitative Analysis 45 (5), 1341-1365, 2010
392010
Determinants of nutrient demand: A nonparametric analysis
CA Ramezani
Journal of Agricultural and Resource Economics, 165-177, 1995
311995
Health knowledge and nutritional adequacy of female heads of households in the United States
CA Ramezani, C Roeder
Journal of Consumer Affairs 29 (2), 381-402, 1995
291995
An empirical assessment of the double exponential jump-diffusion process
CA Ramezani, Y Zeng
Available at SSRN 606101, 2004
252004
Valuing risk management tools as complex derivatives: An application to revenue insurance
AR Jung, CA Ramezani
Journal of Financial Engineering 8, 99-120, 1999
191999
Financial constraints, real options and corporate cash holdings
CA Ramezani
Managerial Finance 37 (12), 1137-1160, 2011
172011
Real options, corporate performance, and shareholder value creation
CA Ramezani
Paper for Annual International Conference on Real Options, Washington DC, 2003
162003
Sharpe ratio over investment horizon
Z Bednarek, P Patel, C Ramezani
Iorking Paper, 2014
112014
Bayesian estimation of asymmetric jump-diffusion processes
SJ Frame, CA Ramezani
Annals of Financial Economics 9 (03), 1450008, 2014
102014
Time aggregation of the Sharpe ratio
Z Bednarek, P Patel, CA Ramezani
Journal of Asset Management 17, 540-555, 2016
72016
COVID-19, force majeure, and the legal and financial implications of utilizing reefer shipping containers
C Carr, CA Ramezani
Journal of Transportation Law, Logistics and Policy 87 (1), 17-37, 2020
42020
The impact of real options on corporate cash holdings
CA Ramezani, LA Soenen
11th Annual International Conference on Real Options: Theory Meets Practice …, 2007
42007
Growth, Corporate Profitabilty, and Shareholder Value Creation
C Ramezani, L Soenen, A Jung
California: San Fransisco State University, 2004
42004
Insurance and reinsurance contracts as complex derivatives: Application to multiple peril policies
AR Jung, CA Ramezani
Available at SSRN 170689, 1999
41999
Was FAIR Fair to US Corn Growers? An Analysis of the Payments Offered to Corn Growers Under the 1996 Federal Agricultural Improvement and Reform Act
TF Stinson, JS Coggins, CA Ramezani
41998
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