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Zapatero, Fernando's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,332 |
Total
Citations
67 |
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1.
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences Zapatero, Fernando University of Southern California - Marshall School of Business Wiener, Zvi Hebrew University of Jerusalem - Jerusalem School of Business Administration
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571
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9
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Employee stock options, early exercise, analytic formula
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences Goukasian, Levon Pepperdine University - Business Division Zapatero, Fernando University of Southern California - Marshall School of Business
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453
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Utility Maximization, Optimal Portfolio Selection, Optimal Effort
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The Trade-off Model with Mean Reverting Earnings: Theory and Empirical Tests
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Sarkar, Sudipto McMaster University - Finance & Business Economics Zapatero, Fernando University of Southern California - Marshall School of Business
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25
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10
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Sarkar, Sudipto McMaster University - Finance & Business Economics Zapatero, Fernando University of Southern California - Marshall School of Business
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25
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10
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Gomez, Juan-Pedro IE Business School Zapatero, Fernando University of Southern California - Marshall School of Business
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385
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20
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Asset pricing, benchmark portfolio, relative performance
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5.
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Xiouros, Costas University of Cyprus - Department of Public and Business Administration Zapatero, Fernando University of Southern California - Marshall School of Business
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18 Mar 08
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Last Revised:
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24 Aug 09
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192
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10
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Heterogeneous preferences, general equilibrium, closed-form expression
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6.
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Executive Stock Options as a Screening Mechanism
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Cadenillas, Abel University of Alberta - Department of Mathematical and Statistical Sciences Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences Zapatero, Fernando University of Southern California - Marshall School of Business
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04 Mar 05
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Last Revised:
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20 Feb 12
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182
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3
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Cadenillas, Abel University of Alberta - Department of Mathematical and Statistical Sciences Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences Zapatero, Fernando University of Southern California - Marshall School of Business
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24 Jun 05
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20 Feb 12
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116
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3
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Executive Stock Options, Incomplete Information
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Cadenillas, Abel University of Alberta - Department of Mathematical and Statistical Sciences Zapatero, Fernando University of Southern California - Marshall School of Business Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
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66
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Executive stock options, optimal compensation
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7.
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Gomez, Juan-Pedro IE Business School Priestley, Richard Norwegian Business School Zapatero, Fernando University of Southern California - Marshall School of Business
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05 Mar 08
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Last Revised:
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14 Sep 11
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148
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1
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Labor income risk, relative wealth concerns, local risk hedging, negative risk premium
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8.
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Suh, Sangwon Bank of Korea Zapatero, Fernando University of Southern California - Marshall School of Business
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119
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Foreign exchange intervention, exotic options
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9.
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Competitive Compensation and Dispersion in Analysts' Recommendations
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Kim, Min S. University of New South Wales Zapatero, Fernando University of Southern California - Marshall School of Business
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Posted:
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03 Dec 09
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Last Revised:
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14 Sep 11
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88
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3
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Kim, Min S. University of New South Wales Zapatero, Fernando University of Southern California - Marshall School of Business
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15 Mar 10
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Last Revised:
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14 Sep 11
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88
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stock recommendation, dispersion, relative performance evaluation, tournament
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Kim, Min S. University of New South Wales Zapatero, Fernando University of Southern California - Marshall School of Business
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03 Dec 09
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Last Revised:
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14 Sep 11
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0
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stock recommendation, bias, herding, relative performance evaluation
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10.
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Cetin, Coskun California State University, Sacramento Zapatero, Fernando University of Southern California - Marshall School of Business
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02 Mar 09
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Last Revised:
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19 Apr 09
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54
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1
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Stopping Time, Incomplete Markets, Martingale Methods
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11.
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Xiouros, Costas University of Cyprus - Department of Public and Business Administration Zapatero, Fernando University of Southern California - Marshall School of Business
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53
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Habit Formation, Disagreement, Heterogeneous Beliefs, Equilibrium
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12.
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Shemesh, Joshua University of Melbourne - Department of Finance Zapatero, Fernando University of Southern California - Marshall School of Business
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10 Apr 11
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Last Revised:
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12 May 11
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39
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1
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Relative Wealth Concerns, Conspicuous Consumption
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13.
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Cadenillas, Abel University of Alberta - Department of Mathematical and Statistical Sciences Zapatero, Fernando University of Southern California - Marshall School of Business Sarkar, Sudipto McMaster University - Finance & Business Economics
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23
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8
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14.
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Gomez, Juan-Pedro IE Business School Priestley, Richard Norwegian Business School Zapatero, Fernando University of Southern California - Marshall School of Business
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Keeping up with the Joneses, restricted market participation, international asset pricing, local risk, global risk
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15.
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Ji, Ming affiliation not provided to SSRN Zapatero, Fernando University of Southern California - Marshall School of Business
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12 Sep 08
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Last Revised:
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21 Sep 08
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Levy Process, Fourier Transform
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16.
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Cvitani, Jakaa affiliation not provided to SSRN Wiener, Zvi Hebrew University of Jerusalem - Jerusalem School of Business Administration Zapatero, Fernando University of Southern California - Marshall School of Business
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17.
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Cvitani[cacute], Jak[scaron]a affiliation not provided to SSRN Zapatero, Fernando University of Southern California - Marshall School of Business Lazrak, Ali University of British Columbia Sauder School of Business Martellini, Lionel EDHEC Business School
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18.
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Cadenillas, Abel University of Alberta - Department of Mathematical and Statistical Sciences Zapatero, Fernando University of Southern California - Marshall School of Business
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19.
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Cuoco, Domenico University of Pennsylvania - Finance Department Zapatero, Fernando University of Southern California - Marshall School of Business
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20.
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Sundaresan, Suresh M. Columbia Business School - Finance and Economics Zapatero, Fernando University of Southern California - Marshall School of Business
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