Fernando Zapatero

Available identifiers

Publication	Date of Publication	Type
Optimal allocation to hedge funds: an empirical analysis	2019-01-14	Paper
Optimal acquisition of a partially hedgeable house	2015-04-29	Paper
Optimal portfolio allocation with higher moments	2012-03-06	Paper
Optimal Risk Taking with Flexible Income	2012-02-21	Paper
A class of quadratic options for exchange rate stabilization	2010-01-19	Paper
Monte Carlo computation of optimal portfolios in complete markets	2008-10-24	Paper
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES	2008-09-03	Paper
https://portal.mardi4nfdi.de/entity/Q5423774	2007-10-31	Paper
Optimal risk-sharing with effort and project choice	2007-06-26	Paper
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR	2007-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q4828653	2004-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q4459816	2004-05-18	Paper
Efficient consumption set under recursive utility and unknown beliefs.	2004-03-14	Paper
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves	2001-03-29	Paper
Optimal Central Bank intervention in the foreign exchange market	1999-11-11	Paper
Effects of financial innovations on market volatility when beliefs are heterogeneous	1998-08-13	Paper
Optimal Consumption‐Portfolio Policies With Habit Formation¹	1997-08-31	Paper
Equilibrium asset prices and exchange rates	1997-02-27	Paper
Asset Prices in an Exchange Economy with Habit Formation	1992-06-28	Paper

No records found.

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