Eduardo S. Schwartz

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal harvest with multiple fishing zones, endogenous price and global uncertainty Quantitative Finance	2025-10-22	Paper
Optimal operation of a hydropower plant in a stochastic environment Quantitative Finance	2024-08-14	Paper
Valuing American options by simulation: a simple least-squares approach Review of Financial Studies	2018-04-06	Paper
Optimal investment and production decisions and the value of the firm Review of Derivatives Research	2013-10-30	Paper
A model of R\&D valuation and the design of research incentives Insurance Mathematics & Economics	2009-01-16	Paper
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach Journal of Economic Dynamics and Control	2008-10-24	Paper
Value-at-risk and asset allocation with stable return distributions AStA. Allgemeines Statistisches Archiv	2005-10-11	Paper
R&D Investments with Competitive Interactions Review of Finance	2005-04-29	Paper
Theory of storage and the pricing of commodity claims Review of Derivatives Research	2005-01-12	Paper
scientific article; zbMATH DE number 2124902 (Why is no real title available?)	2005-01-04	Paper
Electricity prices and power derivatives: evidence from the Nordic Power Exchange Review of Derivatives Research	2003-12-18	Paper
The impact of fat tailed returns on asset allocation Mathematical Methods of Operations Research	2003-07-16	Paper
Portfolio selection with stable distributed returns Mathematical Methods of Operations Research	2003-07-16	Paper
Stable modeling of value at risk Mathematical and Computer Modelling	2002-06-13	Paper
Evaluating environmental investments: a real options approach Management Science	2002-04-17	Paper
scientific article; zbMATH DE number 1724305 (Why is no real title available?)	2002-01-01	Paper
scientific article; zbMATH DE number 1304948 (Why is no real title available?)	2000-10-05	Paper
Strategic asset allocation Journal of Economic Dynamics and Control	1998-07-22	Paper
Implementing a Real Option Model for Valuing an Undeveloped Oil Field International Transactions in Operational Research	1997-09-17	Paper

Research outcomes over time

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