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R

Radu Tunaru

University of Reading

19H-index
149Paper Count
1.2KCitation Count
Published Papers 13
Publication Date
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Testing green finance portfolio performance
errJOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
IF2.7
err2025-02-20
err0
errOAAI
errEnoch Quaye; Radu Tunaru; Diana Tunaru
errShare
errSave
Green-adjusted share prices: A comparison between standard investors and investors with green preferences
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2024-10-01
err1
errOAAI
errQuaye, Enoch; Tunaru, Diana; Tunaru, Radu
errShare
errSave
Asymmetric Network Connectedness of Fears
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2022-11-14
err23
errOAAI
errBarunik, Jozef; Bevilacqua, Mattia; Tunaru, Radu
errShare
errSave
Risk spillovers and interconnectedness between systemically important institutions
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2022-02-01
err32
errOAAI
errAndries, Alin Marius; Ongena, Steven; Sprincean, Nicu; Tunaru, Radu
errShare
errSave
The SKEW index: Extracting what has been left
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2021-04-01
err17
errOAAI
errBevilacqua, Mattia; Tunaru, Radu
errShare
errSave
A cost-benefit analysis of capital requirements adjusted for model risk
errJOURNAL OF CORPORATE FINANCE
IF5.9
err2020-12-01
err7
errOAAI
errFarkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu
errShare
errSave
A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?
errJOURNAL OF ECONOMIC PERSPECTIVES
IF8.8
err2020-11-01
err10
errOAAI
errFabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S.
errShare
errSave
An improved least squares Monte Carlo valuation method based on heteroscedasticity
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-12-01
err17
errOAAI
errFabozzi, Frank J.; Paletta, Tommaso; Tunaru, Radu
errShare
errSave
Parameter estimation risk in asset pricing and risk management: A Bayesian approach
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2017-10-01
err15
errOAAI
errTunaru, Radu; Zheng, Teng
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errSave
An improved method for pricing and hedging long dated American options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2016-10-01
err10
errOAAI
errFabozzi, Frank J.; Paletta, Tommaso; Stanescu, Silvia; Tunaru, Radu
errShare
errSave
Trading strategies with implied forward credit default swap spreads
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-09-01
err3
errOAAI
errLeccadito, Arturo; Tunaru, Radu S.; Urga, Giovanni
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errSave
Forward-futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2014-07-01
err2
PREAI
errStanescu, Silvia; Tunaru, Radu; Candradewi, Made Reina
errShare
errSave
Coherent risk measures under filtered historical simulation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2005-04-01
err34
PREAI
errGiannopoulos, K; Tunaru, R
errShare
errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
R
Robert J. Shiller
H-index: 95 · Papers: 515
F
Frank J. Fabozzi
H-index: 66 · Papers: 1.3K
S
Steven Ongena
H-index: 60 · Papers: 678
G
Giovanni Urga
H-index: 26 · Papers: 177
J
Jozef Baruník
H-index: 26 · Papers: 192
View more