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Journal of economic dynamics & control
The review of financial studies
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Monte Carlo computation of optimal portfolios in complete markets
Cvitanić, Jakša
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 971-986
Persistent link: https://www.econbiz.de/10001734464
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2
Equilibrium asset prices and exchange rates
Zapatero, Fernando
- In:
Journal of economic dynamics & control
19
(
1995
)
4
,
pp. 787-811
Persistent link: https://www.econbiz.de/10001176563
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3
Effects of financial innovations on market volatility when beliefs are heterogeneous
Zapatero, Fernando
- In:
Journal of economic dynamics & control
22
(
1998
)
4
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001236970
Saved in:
4
A class of quadratic options for exchange rate stabilization
Suh, Sangwon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3478-3501
Persistent link: https://www.econbiz.de/10003780948
Saved in:
5
Monte Carlo computation of optimal portfolios in complete markets
Cvitanic, Jaksa
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 971-986
Persistent link: https://www.econbiz.de/10006764037
Saved in:
6
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1649
Persistent link: https://www.econbiz.de/10003732541
Saved in:
7
Co-development ventures : optimal time of entry and profit-sharing
Cvitanić, Jakša
;
Radas, Sonja
;
Šikić, Hrvoje
- In:
Journal of economic dynamics & control
35
(
2011
)
10
,
pp. 1710-1730
Persistent link: https://www.econbiz.de/10009307465
Saved in:
8
Optimal consumption choices for a "large" investor
Cuoco, Domenico
- In:
Journal of economic dynamics & control
22
(
1998
)
3
,
pp. 401-436
Persistent link: https://www.econbiz.de/10001236589
Saved in:
9
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1649
Persistent link: https://www.econbiz.de/10007995563
Saved in:
10
Co-development ventures: Optimal time of entry and profit-sharing
Cvitanić, Jakša
;
Radas, Sonja
;
Šikić, Hrvoje
- In:
Journal of economic dynamics & control
35
(
2011
)
10
,
pp. 1710-1731
Persistent link: https://www.econbiz.de/10009328863
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