Julio Carmona
Personal Details
First Name: | Julio |
Middle Name: | |
Last Name: | Carmona |
Suffix: | |
RePEc Short-ID: | pca786 |
[This author has chosen not to make the email address public] | |
Affiliation
Departamento de Métodos Cuantitativos y Teoría Económica
Facultad de Ciencias Económicas y Empresariales
Universidad de Alicante
Alicante, Spainhttp://web.ua.es/es/dmcte/
RePEc:edi:dmalies (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Carmona, Julio, 2024. "Using the Solow Growth Model. The Impact of Endemic Diseases on Economic Growth," QM&ET Working Papers 24-1, University of Alicante, D. Quantitative Methods and Economic Theory.
- Carmona, Julio, 2022. "A Simple Endemic Growth Model for Undergraduates," QM&ET Working Papers 22-1, University of Alicante, D. Quantitative Methods and Economic Theory, revised 03 Mar 2022.
- Carmona, Julio & León, ángel, 2021. "Pandemic Effects in the Solow Growth Model," QM&ET Working Papers 21-1, University of Alicante, D. Quantitative Methods and Economic Theory, revised 07 Apr 2022.
- Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni, 2012. "Executive Stock Options and Time Diversification," QM&ET Working Papers 12-16, University of Alicante, D. Quantitative Methods and Economic Theory.
- Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011.
"Does Stock Return Predictability Affect ESO Fair Value?,"
QM&ET Working Papers
11-2, University of Alicante, D. Quantitative Methods and Economic Theory, revised 16 Jan 2012.
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012. "Does stock return predictability affect ESO fair value?," European Journal of Operational Research, Elsevier, vol. 223(1), pages 188-202.
- Julio Carmona & Angel León & Antoni Vaello-Sebastià, 2010.
"Pricing executive stock options under employment shocks,"
Post-Print
hal-00753042, HAL.
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011. "Pricing executive stock options under employment shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
- Ángel León Valle & Antonio Vaello & Julio Carmona, 2009. "Pricing executive stock options under employment shocks," Working Papers. Serie AD 2009-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Ángel León & Julio Carmona, 2007.
"Investment Option Under Cir Interest Rates,"
Working Papers. Serie AD
2007-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Carmona, Julio & Leon, Angel, 2007. "Investment option under CIR interest rates," Finance Research Letters, Elsevier, vol. 4(4), pages 242-253, December.
Articles
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012.
"Does stock return predictability affect ESO fair value?,"
European Journal of Operational Research, Elsevier, vol. 223(1), pages 188-202.
- Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011. "Does Stock Return Predictability Affect ESO Fair Value?," QM&ET Working Papers 11-2, University of Alicante, D. Quantitative Methods and Economic Theory, revised 16 Jan 2012.
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011.
"Pricing executive stock options under employment shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
- Ángel León Valle & Antonio Vaello & Julio Carmona, 2009. "Pricing executive stock options under employment shocks," Working Papers. Serie AD 2009-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Julio Carmona & Angel León & Antoni Vaello-Sebastià, 2010. "Pricing executive stock options under employment shocks," Post-Print hal-00753042, HAL.
- Carmona, Julio & Leon, Angel, 2007.
"Investment option under CIR interest rates,"
Finance Research Letters, Elsevier, vol. 4(4), pages 242-253, December.
- Ángel León & Julio Carmona, 2007. "Investment Option Under Cir Interest Rates," Working Papers. Serie AD 2007-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Carmona, Julio & León, ángel, 2021.
"Pandemic Effects in the Solow Growth Model,"
QM&ET Working Papers
21-1, University of Alicante, D. Quantitative Methods and Economic Theory, revised 07 Apr 2022.
Cited by:
- Fausto Cavalli & Ahmad Naimzada & Daniela Visetti, 2023.
"Dynamical analysis of healthcare policy effects in an integrated economic-epidemiological model,"
Working Papers
521, University of Milano-Bicocca, Department of Economics.
- Cavalli, Fausto & Naimzada, Ahmad & Visetti, Daniela, 2024. "Dynamical analysis of healthcare policy effects in an integrated economic-epidemiological model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 221(C), pages 315-336.
- Fausto Cavalli & Ahmad Naimzada & Daniela Visetti, 2023.
"Dynamical analysis of healthcare policy effects in an integrated economic-epidemiological model,"
Working Papers
521, University of Milano-Bicocca, Department of Economics.
- Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011.
"Does Stock Return Predictability Affect ESO Fair Value?,"
QM&ET Working Papers
11-2, University of Alicante, D. Quantitative Methods and Economic Theory, revised 16 Jan 2012.
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012. "Does stock return predictability affect ESO fair value?," European Journal of Operational Research, Elsevier, vol. 223(1), pages 188-202.
Cited by:
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons," Mathematics, MDPI, vol. 9(6), pages 1-19, March.
- Lioui, Abraham & Poncet, Patrice, 2019. "Long horizon predictability: An asset allocation perspective," European Journal of Operational Research, Elsevier, vol. 278(3), pages 961-975.
- Abel Azze & Bernardo D'Auria & Eduardo Garc'ia-Portugu'es, 2022. "Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes," Papers 2211.04095, arXiv.org, revised Jun 2024.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons," Graz Economics Papers 2020-20, University of Graz, Department of Economics.
- Julio Carmona & Angel León & Antoni Vaello-Sebastià, 2010.
"Pricing executive stock options under employment shocks,"
Post-Print
hal-00753042, HAL.
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011. "Pricing executive stock options under employment shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
- Ángel León Valle & Antonio Vaello & Julio Carmona, 2009. "Pricing executive stock options under employment shocks," Working Papers. Serie AD 2009-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
Cited by:
- Wang, Xingchun, 2021. "The values and incentive effects of options on the maximum or the minimum of the stock prices and market index," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Eikseth, Hans Marius & Lindset, Snorre, 2011. "Backdating executive stock options--An ex ante valuation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1731-1743, October.
- Sonia Oreffice & Climent Quintana, 2009.
"Anthropometry and Socioeconomics in the Couple: Evidence from the PSID,"
Working Papers
2009-22, FEDEA.
- Climent Quintana Domeque & Sonia Oreffice, 2010. "Anthropometry and socioeconomics in the couple: evidence from the PSID," Working Papers. Serie AD 2010-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Xu, Guangli & Shao, Xinjian & Wang, Xingchun, 2019. "Analytical valuation of power exchange options with default risk," Finance Research Letters, Elsevier, vol. 28(C), pages 265-274.
- Colwell, David B. & Feldman, David & Hu, Wei, 2015. "Non-transferable non-hedgeable executive stock option pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 161-191.
- Tim Leung & Yang Zhou, 2020.
"A Top-Down Approach For The Multiple Exercises And Valuation Of Employee Stock Options,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 23(02), pages 1-29, March.
- Tim Leung & Yang Zhou, 2019. "A Top-Down Approach for the Multiple Exercises and Valuation of Employee Stock Options," Papers 1906.03562, arXiv.org, revised Sep 2019.
- Wang, Xingchun, 2018. "Valuing executive stock options under correlated employment shocks," Finance Research Letters, Elsevier, vol. 27(C), pages 38-45.
- Ángel León & Julio Carmona, 2007.
"Investment Option Under Cir Interest Rates,"
Working Papers. Serie AD
2007-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Carmona, Julio & Leon, Angel, 2007. "Investment option under CIR interest rates," Finance Research Letters, Elsevier, vol. 4(4), pages 242-253, December.
Cited by:
- Dotsis, George, 2020. "Investment under uncertainty with a zero lower bound on interest rates," Economics Letters, Elsevier, vol. 188(C).
- Ewald, Christian-Oliver & Wang, Wen-Kai, 2010. "Irreversible investment with Cox-Ingersoll-Ross type mean reversion," Mathematical Social Sciences, Elsevier, vol. 59(3), pages 314-318, May.
- Loretta Mastroeni & Alessandro Mazzoccoli & Maurizio Naldi, 2022. "Pricing Cat Bonds for Cloud Service Failures," JRFM, MDPI, vol. 15(10), pages 1-18, October.
- Tim Leung & Xin Li & Zheng Wang, 2014. "Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs," Papers 1411.6080, arXiv.org.
- Matthew Lorig & Natchanon Suaysom, 2022. "Optimal times to buy and sell a home," Papers 2203.05545, arXiv.org, revised Mar 2022.
- Nowak, Piotr & Romaniuk, Maciej, 2013. "Pricing and simulations of catastrophe bonds," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 18-28.
Articles
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012.
"Does stock return predictability affect ESO fair value?,"
European Journal of Operational Research, Elsevier, vol. 223(1), pages 188-202.
See citations under working paper version above.
- Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011. "Does Stock Return Predictability Affect ESO Fair Value?," QM&ET Working Papers 11-2, University of Alicante, D. Quantitative Methods and Economic Theory, revised 16 Jan 2012.
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011.
"Pricing executive stock options under employment shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
See citations under working paper version above.
- Ángel León Valle & Antonio Vaello & Julio Carmona, 2009. "Pricing executive stock options under employment shocks," Working Papers. Serie AD 2009-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Julio Carmona & Angel León & Antoni Vaello-Sebastià, 2010. "Pricing executive stock options under employment shocks," Post-Print hal-00753042, HAL.
- Carmona, Julio & Leon, Angel, 2007.
"Investment option under CIR interest rates,"
Finance Research Letters, Elsevier, vol. 4(4), pages 242-253, December.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Ángel León & Julio Carmona, 2007. "Investment Option Under Cir Interest Rates," Working Papers. Serie AD 2007-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-GRO: Economic Growth (3) 2021-10-11 2022-02-14 2024-02-19
- NEP-MAC: Macroeconomics (2) 2021-10-11 2022-02-14
- NEP-BEC: Business Economics (1) 2010-07-03
- NEP-CWA: Central and Western Asia (1) 2021-10-11
- NEP-HEA: Health Economics (1) 2024-02-19
- NEP-HIS: Business, Economic and Financial History (1) 2022-02-14
- NEP-ORE: Operations Research (1) 2021-10-11
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