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Monte Carlo computation of optimal portfolios in complete markets

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Hedging with Monte Carlo simulation

Cvitanić, Jakša; Goukasian, Levon; Zapatero, Fernando - In: Computational methods in decision-making, economics and …, (pp. 339-353). 2010

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Leverage decision and manager compensation with choice of effort and volatility

Cadenillas, Abel; Cvitanić, Jakša; Zapatero, Fernando - In: Journal of financial economics 73 (2004) 1, pp. 71-92

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Introduction to the economics and mathematics of financial markets

Cvitanić, Jakša; Zapatero, Fernando - 2004

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Optimal risk-sharing with effort and project choice

Cadenillas, Abel; Cvitanić, Jakša; Zapatero, Fernando - In: Journal of economic theory 133 (2007) 1, pp. 403-440

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Optimal portfolio allocation with higher moments

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Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations

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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

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Introduction to the economics and mathematics of financial markets

Cvitanić, Jakša - 2004

Annotation Introduction to the Economics and Mathematics of Financial Marketsfills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with...

Persistent link: https://www.econbiz.de/10011479555

Los fondos de pensiones desde un punto de vista financiero

Zapatero, Fernando - In: Información comercial española / Cuadernos económicos (1992), pp. 157-174

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