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1
A martingale characterization of equilibrium asset price processes
Décamps, Jean-Paul
;
Lazrak, A.
- In:
Economic theory : official journal of the Society for …
15
(
2000
)
1
,
pp. 207-213
Persistent link: https://www.econbiz.de/10001455375
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2
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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3
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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4
Essays on intertemporal asset pricing
Zapatero, Fernando
-
1991
Persistent link: https://www.econbiz.de/10000935322
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5
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
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6
General equilibrium with constant relative risk aversion and Vasicek interest rates
Goldstein, Robert
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10001208953
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7
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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8
Los fondos de pensiones desde un punto de vista financiero
Zapatero, Fernando
- In:
Información comercial española / Cuadernos económicos
(
1992
),
pp. 157-174
Persistent link: https://www.econbiz.de/10001138465
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9
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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10
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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