Search Results - person:"Hernandez, Rodrigo"

Financial innovation and aggregate risk sharing

Hernández, Rodrigo; Liu, Pu; Shao, Yingying - In: Theoretical economics letters 8 (2018) 11, pp. 2182-2198

Persistent link: https://www.econbiz.de/10011911604

Mortgage loan securitization and personal consumption smoothening

Gu, Jenny; Hernández, Rodrigo; Liu, Pu; Shao, Yingying - In: Journal of economics and finance 41 (2017) 1, pp. 100-115

Persistent link: https://www.econbiz.de/10011795596

Leverage certificates : a case of innovative financial engineering

Hernández, Rodrigo; Shao, Yingying; Liu, Pu - In: Review of economics & finance 9 (2017) 3, pp. 71-82

Persistent link: https://www.econbiz.de/10011718774

Exotic Outperformance Certificates — The Case of Outperformance Certificates Plus

Hernandez, Rodrigo - 2015

In this paper we introduce a new financial product named Outperformance Certificates PLUS and we provide detailed descriptions of the product specifications. We show that the payoff of an Outperformance Certificates PLUS can be duplicated by the combination of a long position in the underlying...

Persistent link: https://www.econbiz.de/10013012430

Government intervention and corporate policies : evidence from China

Shao, Yingying; Hernández, Rodrigo; Liu, Pu - In: Journal of business research : JBR 68 (2015) 6, pp. 1205-1215

Persistent link: https://www.econbiz.de/10010529921

Valuation of certificates on a straddle with forward start : theory and evidence

Hernández, Rodrigo; Shao, Yinying - In: Theoretical economics letters 4 (2014) 5, pp. 341-349

Persistent link: https://www.econbiz.de/10010422844

An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS

Hernández, Rodrigo; Liu, Pu - In: Theoretical economics letters 4 (2014) 5, pp. 331-340

Persistent link: https://www.econbiz.de/10010422847

Who wants to be an angel investor? The characteristics of the high net worth individuals in the Chilean resource periphery

Romaní, Gianni; Atienza, Miguel; Campos, Felipe; … - In: Academia Revista Latinoamericana de Administración 31 (2018) 1, pp. 136-155

Purpose: The purpose of this paper is to identify and analyse the characteristics of high net worth individuals (HNWI) as potential angel investor in Antofagasta, the main mining resource periphery in Chile. Design/methodology/approach: Using the resource periphery approach and angel investing,...

Persistent link: https://www.econbiz.de/10012066041

Outperformance Certificates : analysis, pricing, interpretation, and performance

Hernández, Rodrigo; Lee, Wayne Y.; Liu, Pu; Dai, Tian-Shyr - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 691-713

Persistent link: https://www.econbiz.de/10009739602

The design of bank-issued market-indexed certificates of deposit : survey, pricing and empirical test

Hernández, Rodrigo; Brusa, Jorge; Liu, Pu - In: International journal of financial markets and derivatives 3 (2012) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10009756397