Thierry Post,
Iñaki Rodríguez Longarela
:
Risk Arbitrage Opportunities for Stock Index Options
Operations Research 2020
Iñaki Rodríguez Longarela
:
Explaining vertical gender segregation: a research agenda
Work, Employment and Society 2017
ARKIV /
DOI
Iñaki Rodríguez Longarela
:
A Characterization of the SSD-Efficient Frontier of Portfolio Weights by Means of a Set of Mixed-Integer Linear Constraints
Management science 2016
DOI
Iñaki Rodríguez Longarela,
Silvia Mayoral
:
Quote inefficiency in options markets
Journal of Banking & Finance 2015
DOI
Iñaki Rodríguez Longarela
:
SDF-based estimation of linear factor models with alternative loss functions
International Journal of Financial Markets and Derivatives 2013
DOI
Oleg Bondarenko,
Iñaki Rodríguez Longarela
:
A general framework for the derivation of asset price bounds: an application to stochastic volatility option models
Review of Derivatives Research 2009
DOI
Iñaki Rodríguez Longarela
:
A Simple Linear Programming Approach to Gain, Loss and Asset Pricing
Topics in Theoretical Economics 2002
Alejandro Balbás,
Iñaki Rodríguez Longarela,
Ángel Pardo
:
Integration and Arbitrage in the Spanish Financial Markets: An Empirical
Approach
Journal of futures markets 2000
Alejandro Balbás,
Iñaki Rodríguez Longarela,
Julio Lucia
:
How Does Financial Theory Apply to Catastrophe-Linked Derivatives?
An Empirical Test of Several Pricing Models
Journal of Risk and Insurance 1999