Eduardo S. Schwartz

Available identifiers

Publication	Date of Publication	Type
Optimal operation of a hydropower plant in a stochastic environment	2024-08-14	Paper
Valuing American Options by Simulation: A Simple Least-Squares Approach	2018-04-06	Paper
Optimal investment and production decisions and the value of the firm	2013-10-30	Paper
A model of R\&D valuation and the design of research incentives	2009-01-16	Paper
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach	2008-10-24	Paper
Value-at-risk and asset allocation with stable return distributions	2005-10-11	Paper
R&D Investments with Competitive Interactions	2005-04-29	Paper
Theory of storage and the pricing of commodity claims	2005-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q4832223	2005-01-04	Paper
Electricity prices and power derivatives: evidence from the Nordic Power Exchange	2003-12-18	Paper
The impact of fat tailed returns on asset allocation	2003-07-16	Paper
Portfolio selection with stable distributed returns	2003-07-16	Paper
Stable modeling of value at risk	2002-06-13	Paper
Evaluating environmental investments: a real options approach	2002-04-17	Paper
https://portal.mardi4nfdi.de/entity/Q2782368	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4251857	2000-10-05	Paper
Strategic asset allocation	1998-07-22	Paper
Implementing a Real Option Model for Valuing an Undeveloped Oil Field	1997-09-17	Paper

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