.
Schwartz, Eduardo S.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 13,140
Total Citations 300
1.
Zozaya-Gorostiza, Carlos Instituto Tecnológico Autónomo de México (ITAM)
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
2,403(2,058)
2
2.
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro Nova School of Business and Economics
1,307(5,933)
44
3.
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
933(10,310)
23
Market efficiency, liquidity, arbitrage
4.
Cortazar, Gonzalo Pontificia Universidad Catolica de Chile
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Casassus, Jaime Pontificia Universidad Catolica de Chile
915(10,649)
8
5.
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro Nova School of Business and Economics
908(10,776)
24
6.
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
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Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
13 Dec 06
Last Revised:
29 Jul 10
854(11,878)
34
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
0
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
03 Mar 08
Last Revised:
15 Jun 08
815
34
Stochastic volatility, HJM model, futures, options, Kalman filter
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
39
34
7.
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
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Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
06 Mar 07
Last Revised:
29 Jul 10
668(17,095)
12
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
0
E43, G13
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
668
12
Stochastic volatility, HJM model, Kalman filter, swaptions, caps
8.
Are All Credit Default Swap Databases Equal?
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Mayordomo, Sergio University of Navarra - School of Economics and Business Administration
Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Nov 10
Last Revised:
17 Jan 13
651(17,714)
11
Mayordomo, Sergio University of Navarra - School of Economics and Business Administration
Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
23
11
Mayordomo, Sergio University of Navarra - School of Economics and Business Administration
Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Nov 10
Last Revised:
17 Jan 13
628
11
Credit Default Swap Prices, Databases, Liquidity
9.
An Empirical Analysis of the Swaption Cube
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Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 Oct 10
Last Revised:
21 Jul 12
479(26,944)
2
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
12
2
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 Oct 10
Last Revised:
21 Jul 12
467
2
10.
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
15 Jul 08
Last Revised:
16 Mar 10
465(28,011)
8
Crude oil, natural gas, stochastic variance, risk premia
11.
Cortazar, Gonzalo Pontificia Universidad Catolica de Chile
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Naranjo, Lorenzo ESSEC Business School
452(29,096)
2
12.
A Model of R&D Valuation and the Design of Research Incentives
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Hsu, Jason C. Research Affiliates, LLC
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
27 Oct 03
Last Revised:
03 Nov 10
378(36,510)
6
Hsu, Jason C. Research Affiliates, LLC
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Dec 07
Last Revised:
03 Nov 10
286
6
real option, incentive design, R&D valuation
Hsu, Jason C. Research Affiliates, LLC
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
92
6
13.
Torous, Walter N. University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
355(39,405)
6
14.
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 May 09
Last Revised:
02 Oct 09
352(39,816)
21
derivatives volume, stock volume, market efficiency
15.
Cash Flow Multipliers and Optimal Investment Decisions
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Kraft, Holger Goethe University Frankfurt
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
02 Mar 10
Last Revised:
14 Mar 11
299(48,358)
Kraft, Holger Goethe University Frankfurt
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
21
Kraft, Holger Goethe University Frankfurt
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
02 Mar 10
Last Revised:
14 Mar 11
278
Firm valuation, Valuation multiples, Real options
16.
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
294(49,296)
15
17.
R&D Investments with Competitive Interactions
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Miltersen, Kristian R. Copenhagen Business School
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
20 Jul 03
Last Revised:
05 Jan 12
294(49,296)
13
Miltersen, Kristian R. Copenhagen Business School
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
19
12
Miltersen, Kristian R. Copenhagen Business School
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
275
13
18.
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
213(70,066)
3
Real options, crude oil contracts, expropriation risk
19.
Homeownership as a Constraint on Asset Allocation
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Cauley , Stephen Day University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Pavlov, Andrey D. Simon Fraser University (SFU) - Finance Area
Posted:
22 Mar 05
Last Revised:
25 Oct 06
165(89,789)
10
Cauley , Stephen Day University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Pavlov, Andrey D. Simon Fraser University (SFU) - Finance Area
0
Cauley , Stephen Day University of California, Los Angeles (UCLA) - Finance Area
Pavlov, Andrey D. Simon Fraser University (SFU) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
165
10
Asset allocation, housing
20.
Mayordomo, Sergio University of Navarra - School of Economics and Business Administration
Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
14 Mar 10
Last Revised:
23 Feb 12
140(103,842)
3
Euro government bonds, Credit quality, Liquidity, Macro factors
21.
Patents and R&D as Real Options
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Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Nov 03
Last Revised:
22 Aug 10
135(107,162)
24
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
40
24
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
95
24
22.
Growth Options and Firm Valuation
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Kraft, Holger Goethe University Frankfurt
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Weiss, Farina Goethe University Frankfurt
Posted:
05 Feb 13
Last Revised:
03 Mar 13
133(108,470)
1
Kraft, Holger Goethe University Frankfurt
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Weiss, Farina Goethe University Frankfurt
0
1
Kraft, Holger Goethe University Frankfurt
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Weiss, Farina Goethe University Frankfurt
48
1
Firm valuation, Real options, Volatility, R&D expenses
Kraft, Holger Goethe University Frankfurt
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Weiss, Farina Goethe University Frankfurt
85
1
firm valuation, real options, volatility, R&D expenses
23.
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
10 Dec 10
Last Revised:
31 Mar 12
118(119,507)
volume, market efficiency
24.
Tebaldi, Claudio Bocconi University - Department of Finance
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
89(146,170)
7
25.
Trolle, Anders B. Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
44(211,610)
12
26.
Miltersen, Kristian R. Copenhagen Business School
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
38(223,914)
2
27.
Torous, Walter N. University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
37(226,124)
4
28.
Mayordomo, Sergio Universidad Carlos III de Madrid
Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
21(271,573)
3
29.
Corzo Santamaria, Teresa University of Navarra
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
30.
Grünbichler, Andreas University of Saint Gallen - Swiss Institute of Banking and Finance
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
31.
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
32.
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
33.
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
34.
Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate
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Cornell, Bradford California Institute of Technology
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Posted:
18 Jul 94
Last Revised:
11 Feb 98
Cornell, Bradford California Institute of Technology
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
0
Cornell, Bradford California Institute of Technology
Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
0
