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Asset prices in an exchange economy with habit formation
Detemple, Jérôme B. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1633-1657
Persistent link: https://www.econbiz.de/10001115933
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Optimal central bank intervention in the foreign exchange market
Cadenillas, Abel; Zapatero, Fernando - In: Journal of economic theory 87 (1999) 1, pp. 218-242
Persistent link: https://www.econbiz.de/10001403535
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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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Efficient consumption set under recursive utility and unknown beliefs
Lazrak, Ali; Zapatero, Fernando - 2002
Persistent link: https://www.econbiz.de/10001732764
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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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Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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Mapping the "valley of death" : managing selection and technology advancement in NASA's small business innovation research program
Belz, Andrea; Terrile, Richard J.; Zapatero, Fernando; … - In: IEEE transactions on engineering management : EM 68 (2021) 5, pp. 1476-1485
Persistent link: https://www.econbiz.de/10012659485
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A tale of two types : generalists vs. specialists in asset management
Zambrana, Rafael; Zapatero, Fernando - In: Journal of financial economics 142 (2021) 2, pp. 844-861
Persistent link: https://www.econbiz.de/10013260065
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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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Labor income, relative wealth concerns, and the cross section of stock returns
Gómez, Juan-Pedro; Priestley, Richard; Zapatero, Fernando - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 4, pp. 1111-1133
Persistent link: https://www.econbiz.de/10011610392