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Optimal risk taking with flexi...
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Theorie
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44
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Cvitanić, Jakša
39
Zapatero, Fernando
38
Malamud, Semyon
9
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4
Xiouros, Costas
4
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3
Cornell, Bradford
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Goukasian, Levon
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Jouini, Elyès
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Sarkar, Sudipto
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Capponi, Agostino
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Cuoco, Domenico
2
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2
Filippou, Ilias
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Garcia-Ares, Pedro Angel
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Jianfeng Zhang
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Kim, Min S.
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Napp, Clotilde
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Plott, Charles
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Touzi, Nizar
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5
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4
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ECONIS (ZBW)
74
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1
Monte Carlo computation of optimal portfolios in complete markets
Cvitanić, Jakša
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 971-986
Persistent link: https://www.econbiz.de/10001734464
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 portfolio allocation with higher moments
Cvitanić, Jakša
;
Polimenis, Vassilis
;
Zapatero, Fernando
- In:
Annals of finance
4
(
2008
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003589408
Saved in:
4
Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations
Cvitanić, Jakša
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10003391743
Saved in:
5
Analytic pricing of employee stock options
Cvitanić, Jakša
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
Saved in:
6
Essays on intertemporal asset pricing
Zapatero, Fernando
-
1991
Persistent link: https://www.econbiz.de/10000935322
Saved in:
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 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:
9
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
Saved in:
10
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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