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Information about:
Alan Lewis

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Alan Lewis in registering through RePEc. If you are Alan Lewis , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Alan
Middle Name:
Last Name: Lewis
Suffix:

RePEc Short-ID: ple8

Email:
Homepage: http://www.optioncity.net
Postal Address: OptionCity.net 983 Bayside Cove West Newport Beach, Ca 92660 USA
Phone: (949)720-9614

Affiliation

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No affiliation has been provided

Lists

This author is featured on the following reading lists or publication compilations:
  1. Top RePEc authors by total file downloads per work

Works

| Working papers | Articles | Chapters | Books | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Kassouf, S. & Lewis, A.L., 1991. "Intertemporally Dependent Preference Orderings In An Expected Utility Setting: Golden Rule Strategies For Educational Endowments," Papers 90-91-15, California Irvine - School of Social Sciences.

Articles

  1. Lewis, Alan L, 1988. " A Simple Algorithm for the Portfolio Selection Problem," Journal of Finance, American Finance Association, vol. 43(1), pages 71-82, March. [Downloadable!] (restricted)

  2. Lewis, Alan L, et al, 1980. "The Ibbotson-Singuefield Simultation Made Easy," Journal of Business, University of Chicago Press, vol. 53(2), pages 205-14, April. [Downloadable!] (restricted)

Chapters

  1. Alan L. Lewis, 2000. "Introduction and Summary of Results (Excerpt)," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 1 Finance Press. [Downloadable!]

  2. Alan L. Lewis, 2000. "The Term Structure of Implied Volatility," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 6 Finance Press. [Downloadable!]

  3. Alan L. Lewis, 2000. "The Fundamental Transform (Excerpt)," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 2 Finance Press. [Downloadable!]

Books

  1. Alan L. Lewis, 2000. "Option Valuation under Stochastic Volatility," Option Valuation under Stochastic Volatility, Finance Press, number ovsv, September.

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This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.