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Optimal risk-sharing with effo...
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Zapatero, Fernando
38
Cadenillas, Abel
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Xiouros, Costas
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7
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6
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3
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2
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2
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Persistent link: https://www.econbiz.de/10003445723
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. 81-109
Persistent link: https://www.econbiz.de/10003543111
Saved in:
4
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/10002177370
Saved in:
5
Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
Saved in:
6
Essays on intertemporal asset pricing
Zapatero, Fernando
-
1991
Persistent link: https://www.econbiz.de/10000935322
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7
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
Saved in:
8
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
9
Explicit solutions of optimal consumption, investment and insurance problems with regime switching
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 159-167
Persistent link: https://www.econbiz.de/10010437576
Saved in:
10
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel
;
Choulli, Tahir
;
Taskar, Michael
; …
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
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