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Zapatero, Fernando
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The review of financial studies
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OLC EcoSci
ECONIS (ZBW)
100
RePEc
37
USB Cologne (EcoSocSci)
1
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1
Portfolio delegation under short-selling constraints
Gomez, Juan-Pedro
;
Sharma, Tridib
- In:
Economic theory
28
(
2006
)
1
,
pp. 173-196
Persistent link: https://www.econbiz.de/10007146101
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
General Equilibrium with Constant Relative Risk Aversion and Vasicek Interest Rates
Goldstein, Robert
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 331
Persistent link: https://www.econbiz.de/10008220890
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