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Optimal risk-sharing with effo...
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Zapatero, Fernando
27
Cvitanic, Jaksa
18
Cadenillas, Abel
13
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3
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2
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The review of financial studies
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of economic dynamics & control
6
Finance and stochastics
4
The journal of finance : the journal of the American Finance Association
3
Journal of economic theory
2
Journal of mathematical economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Operations research : the journal of the Operations Research Society of America
2
The B.E. journal of theoretical economics
2
Insurance / Mathematics & economics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of international money and finance
1
Mathematical methods of operations research
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The quarterly journal of finance
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OLC EcoSci
ECONIS (ZBW)
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RePEc
69
Other ZBW resources
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USB Cologne (EcoSocSci)
1
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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:
2
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10008217835
Saved in:
3
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
Cadenillas, Abel
;
Sarkar, Sudipto
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10008222124
Saved in:
4
Optimal risk-sharing with effort and project choice
Cadenillas, Abel
;
Cvitanić, Jakša
;
Zapatero, Fernando
- In:
Journal of economic theory
133
(
2007
),
pp. 403-440
Persistent link: https://www.econbiz.de/10007771663
Saved in:
5
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/10007685563
Saved in:
6
Analytic Pricing of Employee Stock Options
Cvitanic, Jaksa
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 683-682
Persistent link: https://www.econbiz.de/10010113661
Saved in:
7
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
(
2013
)
4
,
pp. 1113-1112
Persistent link: https://www.econbiz.de/10010114258
Saved in:
8
Optimal Risk Taking with Flexible Income
Cvitanic, Jaksa
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Management science : journal of the Institute for …
53
(
2007
)
10
,
pp. 1594-1603
Persistent link: https://www.econbiz.de/10007861540
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9
Analytic Pricing of Employee Stock Options
Cvitanic, Jaksa
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10007984225
Saved in:
10
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
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