Publications

Department Publications by Field

Financial Economics

Adaptive Expectations and Stock Market Crashes: Author(s): David M. Frankel; International Economic Review, Forthcoming; [Abstract] [Download PDF]
A fast Fourier transform technique for pricing American options under stochastic volatility: Author(s): Oleksandr (Alex) Zhylyevskyy; Review of Derivatives Research, September 17, 2009; [Abstract] [Publisher's Link]
Do Futures Benefit Farmers?: Author(s): Sergio H. Lence; American Journal of Agricultural Economics, Vol. 91, No.1, pp. 154-167, February, 2009; [Abstract] [Download PDF]
Optimal Banking Sector Recapitalization: Author(s): P. Marcelo Oviedo, Shiva Sikdar; ISU Economics Working Paper #08002, January 4, 2008; [Abstract] [Download PDF]
On the Nature of Certainty Equivalent Functionals: Author(s): David A. Hennessy, Harvey E. Lapan; Journal of Mathematical Economics, Vol. 43, No.1, pp. 1-10, December, 2006; [Abstract] [Download PDF]
Stock Grants as a Commitment Device: Author(s): Gian Luca Clementi, Thomas F. Cooley, Cheng Wang; Journal of Economic Dynamics and Control, Vol. 30, No.11, pp. 2191-2216, November, 2006; [Abstract] [Publisher's Link]
Risk Management by Farmers, Agribusinesses, and Lenders: Author(s): Ashok K. Mishra, Sergio H. Lence; Agricultural Finance Review, Vol. 65, pp. 131-148, Fall, 2005; [Abstract]
Selling a Piece of the Farm Credit System: Author(s): Robert W. Jolly, Josh Roe; Choices, Vol. 20, No.1, pp. 19-24, First Quarter, 2005; [Abstract] [Publisher's Link]
Growth of Large–Scale Credit Unions in Iowa: Implications for Public Policy: Author(s): Robert W. Jolly, Gary D. Koppenhaver, Joshua D. Roe; ISU Economics Working Paper #04031, November 17, 2004; [Abstract] [Download PDF]
Treasury Auctions, Uniform or Discriminatory?: An Agent-Based Approach: Author(s): Deddy P. Koesrindartoto; ISU Economics Working Paper #04013, June 23, 2004; [Abstract] [Download PDF]
Algebraic Theory of Portfolio Allocation, An: Author(s): David A. Hennessy, Harvey E. Lapan; Economic Theory, Vol. 22, No.1, pp. 193-210, August, 2003; [Abstract] [Publisher's Link]
Symmetry and Order in the Portfolio Allocation Problem: Author(s): Harvey Lapan, David A. Hennessy; Economic Theory, Vol. 19, No.4, pp. 747-772, June, 2002; [Abstract] [Publisher's Link]
Farmland Prices in the Presence of Transaction Costs: Reply.: Author(s): Sergio H. Lence; American Journal of Agricultural Economics, Vol. 84, No.2, pp. 530-531, May, 2002; [Abstract] [Publisher's Link]
Use of Archimedean Copulas to Model Portfolio Allocations, The: Author(s): David A. Hennessy, Harvey E. Lapan; Mathematical Finance, Vol. 12, No.2, pp. 143-154, April, 2002; [Abstract]
Transaction Costs and the Present Value: Author(s): P. de Fontnouvelle, Sergio Lence; Southern Economic Journal, Vol. 68, pp. 549-565, January, 2002; [Abstract]
On the Pitfalls of Multi-Year Rollover Hedges: The Case of Hedge-to-Arrive Contracts: Author(s): Sergio H. Lence, Marvin L. Hayenga; American Journal of Agricultural Economics, Vol. 83, No.1, pp. 107-119, February, 2001; [Abstract] [Publisher's Link]
Bayesian Examination of Agricultural Investment (A): Author(s): Chad E. Hart, Sergio H. Lence; Proceeding, 46th Agricultural Finance Conference: The Changing Nature of Agricultural Risks, University of Guelph, Canada, Department of Agricultural Economics and Business, Guelph, Canada, pp. 1-28, October 4 1999; [Abstract]
Experimental Evidence on the 'Credit Rationing' Theory: Author(s): Sergio, H, Lence; Proceeding, 46th Agricultural Finance Conference: The Changing Nature of Agricultural Risks, University of Guelph, Canada, Department of Agricultural Economics and Business, Guelph, Canada, pp. 121-155, October 4 1999; [Abstract]
Investment and Credit in U.S. Agriculture: A Framework for Empirical Analysis: Author(s): Sergio, H, Lence; Proceeding, Regional Committee NCT-173 on Financing Agriculture and Rural America: Issues of Policy, Structure and Technical Change, University of Arkansas at Fayetteville, Department of Agricultural Economics and Agribusiness, Staff Paper 0498, Fayetteville, Arkansas, pp. 66-81, October 6 1997; [Abstract]