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Analytic pricing of employee stock options
Cvitanić, Jakša; Wiener, Zvi; Zapatero, Fernando - In: The review of financial studies 21 (2008) 2, pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
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Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations
Cvitanić, Jakša; Lazrak, Ali; Martellini, Lionel; … - In: The review of financial studies 19 (2006) 4, pp. 1113-1156
Persistent link: https://www.econbiz.de/10003391743
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On the recoverability of preferences and beliefs
Cuoco, Domenico; Zapatero, Fernando - In: The review of financial studies 13 (2000) 2, pp. 417-431
Persistent link: https://www.econbiz.de/10001485510
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Valuation, optimal asset allocation and retirement incentives of pension plans
Sundaresan, Suresh M. - In: The review of financial studies 10 (1997) 3, pp. 631-660
Persistent link: https://www.econbiz.de/10001227981
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The representative agent of an economy with external habit formation and heterogeneous risk aversion
Xiouros, Costas; Zapatero, Fernando - In: The review of financial studies 23 (2010) 8, pp. 3017-3047
Persistent link: https://www.econbiz.de/10008662062
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Riding the bubble with convex incentives
Sotes-Paladino, Juan; Zapatero, Fernando - In: The review of financial studies 32 (2019) 4, pp. 1416-1456
Persistent link: https://www.econbiz.de/10012033708