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Zapatero, Fernando
38
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25
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15
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5
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4
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6
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ECONIS (ZBW)
63
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1
Essays on intertemporal asset pricing
Zapatero, Fernando
-
1991
Persistent link: https://www.econbiz.de/10000935322
Saved in:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
The trade-off model with mean reverting earnings : theory and empirical tests
Sarkar, Sudipto
;
Zapatero, Fernando
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 834-860
Persistent link: https://www.econbiz.de/10001806097
Saved in:
8
Exchange rate intervention with options
Zapatero, Fernando
;
Reverter, Luis F.
- In:
Journal of international money and finance
22
(
2003
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10001745738
Saved in:
9
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:
10
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
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