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Zapatero, Fernando
27
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7
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5
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The review of financial studies
8
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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2
The journal of finance : the journal of the American Finance Association
2
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OLC EcoSci
ECONIS (ZBW)
87
RePEc
41
USB Cologne (EcoSocSci)
1
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1
Introduction: government Guarantee in the home mortgage market : point and counterpoint
Zapatero, Fernando
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 665-666
Persistent link: https://www.econbiz.de/10010009172
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2
Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans
Sundaresan, Suresh
;
Zapatero, Fernando
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 631-660
Persistent link: https://www.econbiz.de/10007369741
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3
Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations
Cvitanic, Jaksa
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10007377599
Saved in:
4
Efficient consumption set under recursive utility and unknown beliefs
Lazrak, Ali
;
Zapatero, Fernando
- In:
Journal of mathematical economics
40
(
2004
)
1
,
pp. 207
Persistent link: https://www.econbiz.de/10006024695
Saved in:
5
Exchange rate intervention with options
Zapatero, Fernando
;
Reverter, Luis F.
- In:
Journal of international money and finance
22
(
2003
)
2
,
pp. 289
Persistent link: https://www.econbiz.de/10006890567
Saved in:
6
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Ibáñez, Alfredo
;
Zapatero, Fernando
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10006693323
Saved in:
7
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/10006789255
Saved in:
8
Equilibrium asset prices and exchange rates
Zapatero, Fernando
- In:
Journal of economic dynamics & control
19
(
1995
)
4
,
pp. 787-812
Persistent link: https://www.econbiz.de/10006799906
Saved in:
9
Leverage decision and manager compensation with choice of effort and volatility
Cadenillas, Abel
;
Cvitanic, Jaksa
;
Zapatero, Fernando
- In:
Journal of financial economics
73
(
2004
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10006503956
Saved in:
10
Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence
GÓMez, Juan-Pedro
;
Priestley, Richard
;
Zapatero, Fernando
- In:
The journal of finance : the journal of the American …
64
(
2009
)
6
,
pp. 2703-2738
Persistent link: https://www.econbiz.de/10008336793
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