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Slivka, Ronald T.


 SSRN Author Rank: 8,497 by Downloads
 

NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering


 Brooklyn, NY 11201
 United States
 2153213524 (Phone)
 email address

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. Slivka, Ronald T.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,152
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Index Arbitrage in China | Show Abstract | Download |
Journal of Indexes Europe, January/February 2012
Accepted Paper Series
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Zhang, Yikai
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Zhang, Wenwen
New York University (NYU) - NYU Polytechnic School of Engineering
Posted:
03 Nov 11
Last Revised:
07 Feb 12
651
(21,659)
 

2.  
Calendar Spreads in China Stock Index Futures | Show Abstract | Download |
Journal of Indexes, pp. 42-48, May/June 2011, NYU Poly Research Paper
Accepted Paper Series
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Li, Xin
International Monetary Fund (IMF)
Zhang, Yikai
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Posted:
25 Apr 11
635
(22,369)
2

3.  
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Aggarwal, Pankaj
New York University (NYU) - NYU Polytechnic School of Engineering
Shastri, Kunal K.
New York University (NYU) - NYU Polytechnic School of Engineering
Sisodia, Raghvendra
New York University (NYU) - NYU Polytechnic School of Engineering
Posted:
23 Jan 12
Last Revised:
07 May 12
561
(26,580)
 

4.  
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Shah, Vikram
New York University (NYU) - NYU Polytechnic School of Engineering
Wu, Jiawei
New York University (NYU) - NYU Polytechnic School of Engineering
Posted:
03 Nov 11
Last Revised:
08 Feb 12
530
(28,708)
 

5.  
Hedging and Synthetic Funds Creation in the China Market | Show Abstract | Download |
Journal of Indexes, pp. 50-55, September/October 2010, NYU Poly Research Paper
Accepted Paper Series
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Li, Xin
International Monetary Fund (IMF)
Posted:
27 Aug 10
Last Revised:
23 Jan 12
342
(49,758)
2

6.  
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Bhat, Sharad S.
New York University (NYU) - NYU Polytechnic School of Engineering
Srinivasamurthy, Sridhar Nonabuhr
New York University (NYU) - NYU Polytechnic School of Engineering
Posted:
01 Mar 13
248
(71,663)
 

7.  
Trend Following Algorithms on India's Nifty Index | Show Abstract | Download |
Indian Journal of Finance, Vol.8, No. 1, January 2014, pp. 1-14
Accepted Paper Series
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Keswani, Vishal
Polytechnic Institute of NYU
Li, Xuxiang
Polytechnic Institute of NYU
Posted:
20 Jan 14
185
(96,443)
 

8.  
Fourier Analysis of India's Implied Volatility Index | Show Abstract |
Indian Journal of Finance, Vol.8, No. 10, October 2014, pp. 7-19
Accepted Paper Series
Slivka, Ronald T.
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Chang, Chun Ho
New York University (NYU) - NYU Polytechnic School of Engineering
Yu, Sharon
New York University (NYU) - NYU Polytechnic School of Engineering
Posted:
25 Oct 14
 


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