Fernando Zapatero

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 allocation to hedge funds: an empirical analysis Quantitative Finance	2019-01-14	Paper
Optimal acquisition of a partially hedgeable house Mathematics and Financial Economics	2015-04-29	Paper
Optimal portfolio allocation with higher moments Annals of Finance	2012-03-06	Paper
Optimal risk taking with flexible income Management Science	2012-02-21	Paper
A class of quadratic options for exchange rate stabilization Journal of Economic Dynamics and Control	2010-01-19	Paper
Monte Carlo computation of optimal portfolios in complete markets Journal of Economic Dynamics and Control	2008-10-24	Paper
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES International Journal of Theoretical and Applied Finance	2008-09-03	Paper
Stochastic control methods for the problem of optimal compensation of executives	2007-10-31	Paper
Optimal risk-sharing with effort and project choice Journal of Economic Theory	2007-06-26	Paper
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR Mathematical Finance	2007-06-08	Paper
scientific article; zbMATH DE number 2119185 (Why is no real title available?)	2004-11-26	Paper
scientific article; zbMATH DE number 2065149 (Why is no real title available?)	2004-05-18	Paper
Efficient consumption set under recursive utility and unknown beliefs. Journal of Mathematical Economics	2004-03-14	Paper
Classical and impulse stochastic control of the exchange rate using interest rates and reserves. Mathematical Finance	2001-03-29	Paper
Optimal Central Bank intervention in the foreign exchange market Journal of Economic Theory	1999-11-11	Paper
Effects of financial innovations on market volatility when beliefs are heterogeneous Journal of Economic Dynamics and Control	1998-08-13	Paper
Optimal Consumption‐Portfolio Policies With Habit Formation¹ Mathematical Finance	1997-08-31	Paper
Equilibrium asset prices and exchange rates Journal of Economic Dynamics and Control	1997-02-27	Paper
Asset Prices in an Exchange Economy with Habit Formation Econometrica	1992-06-28	Paper

Research outcomes over time

This page was built for person: Fernando Zapatero