Jason Fink

James Madison University - College of Business

Harrisonburg, VA 22807

United States

SCHOLARLY PAPERS

9

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Top 12,176

in Total Papers Downloads

3,812

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Top 11,538

in Total Papers Citations

35

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Scholarly Papers (9)

1.

Monte Carlo Simulation for Advanced Option Pricing: A Simplifying Tool

Number of pages: 21 Posted: 21 Apr 2005
Jason Fink and Kristin Fink
James Madison University - College of Business and James Madison University - College of Business
Downloads 1,445 (12,017)

Abstract:

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Simulation, teaching

2.

IPO Vintage and the Rise of Idiosyncratic Risk

7th Annual Texas Finance Festival Paper
Number of pages: 35 Posted: 04 Feb 2005
James Madison University - College of Business, Rice University - Jesse H. Jones Graduate School of Business, James Madison University - College of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 588 (44,199)

Abstract:

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3.

Firm Age and Fluctuations in Idiosyncratic Risk

Number of pages: 40 Posted: 16 Mar 2006
James Madison University - College of Business, Rice University - Jesse H. Jones Graduate School of Business, James Madison University - College of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 531 (50,322)

Abstract:

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Idiosyncratic Risk

4.

Idiosyncratic Volatility Measures and Expected Return

Number of pages: 37 Posted: 16 Oct 2010
Jason Fink, Kristin Fink and Hui He
James Madison University - College of Business, James Madison University - College of Business and James Madison University
Downloads 410 (69,285)

Abstract:

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5.

Adaptive Mesh Modeling and Barrier Option Pricing Under a Jump-Diffusion Process

Number of pages: 43 Posted: 28 Feb 2007
Jason Fink and Michael Albert
James Madison University - College of Business and Duke University
Downloads 354 (82,298)

Abstract:

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Derivatives Pricing, Barrier Option, Jump Process, AMM, Adaptive Mesh

6.

The January Effect - A New Piece for an Old Puzzle

Number of pages: 28 Posted: 04 Nov 2008
James Madison University - College of Business, James Madison University - College of Business and Georgia State University - Department of Finance
Downloads 235 (127,729)

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7.

Estimation of a Stochastic Volatility Model Using Pricing and Hedging Information

Number of pages: 23 Posted: 25 Jan 2005
Jason Fink
James Madison University - College of Business
Downloads 215 (139,255)

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Stochastic Volatility, Options, Hedging

8.

Diversity and the Starting Salaries of Undergraduate Business School Students

Number of pages: 25 Posted: 24 May 2018
Jason Fink and Kristin Fink
James Madison University - College of Business and James Madison University - College of Business
Downloads 34 (440,855)

Abstract:

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9.

Stress-Testing Portfolio-Specific Risk

Journal of Investment Management (JOIM), Fourth Quarter 2013
Posted: 15 Nov 2014
Jason Fink, Kristin Fink and Hui He
James Madison University - College of Business, James Madison University - College of Business and International Monetary Fund

Abstract:

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Portfolio idiosyncratic risks, stress-test, market variables