Eduardo S. Schwartz

Simon Fraser University (SFU)

Bryan Beedie Chair in Finance

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

University of California, Los Angeles (UCLA) - Finance Area

Prof.

Los Angeles, CA 90095-1481

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

43

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CITATIONS
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311

Scholarly Papers (43)

1.

Valuation of Information Technology Investments As Real Options

AFA 2001 New Orleans Meetings
Number of pages: 37 Posted: 20 Nov 2000
Carlos Zozaya-Gorostiza and Eduardo S. Schwartz
Instituto Tecnológico Autónomo de México (ITAM) and Simon Fraser University (SFU)
Downloads 2,679 (4,033)
Citation 2

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2.

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Anderson School at UCLA Working Paper #4-00
Number of pages: 45 Posted: 09 Jun 2000
Francis A. Longstaff, Eduardo S. Schwartz and Pedro Santa-Clara
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU) and New University of Lisbon - Nova School of Business and Economics
Downloads 1,574 (9,878)
Citation 43

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3.

Liquidity and the Law of One Price: The Case of the Cash/Futures Basis

Number of pages: 50 Posted: 09 Nov 2004
Eduardo S. Schwartz, Richard Roll and Avanidhar Subrahmanyam
Simon Fraser University (SFU), California Institute of Technology and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,044 (18,714)
Citation 23

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Market efficiency, liquidity, arbitrage

4.

Optimal Exploration Investments Under Price and Geological-Technical Uncertainty: A Real Options Model

EFMA 2000 Athens
Number of pages: 29 Posted: 31 Dec 2000
Gonzalo Cortazar, Eduardo S. Schwartz and Jaime Casassus
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU) and Pontificia Universidad Catolica de Chile
Downloads 1,011 (19,634)
Citation 8

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5.

Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaption Market

Number of pages: 49 Posted: 02 Jul 1999
Francis A. Longstaff, Eduardo S. Schwartz and Pedro Santa-Clara
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU) and New University of Lisbon - Nova School of Business and Economics
Downloads 960 (21,262)
Citation 24

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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Review of Financial Studies, vol. 22, no. 11, p. 4423-4461, 2009
Number of pages: 55 Posted: 03 Mar 2008 Last Revised: 11 Feb 2016
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)
Downloads 908 (22,642)
Citation 33

Abstract:

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Stochastic volatility, HJM model, futures, options, Kalman filter

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

NBER Working Paper No. w12744
Number of pages: 52 Posted: 13 Dec 2006 Last Revised: 08 Mar 2007
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)
Downloads 50 (371,271)
Citation 33

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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Review of Financial Studies, vol. 22, no. 11, p. 4423-4461, 2009
Posted: 08 Dec 2009 Last Revised: 11 Feb 2016
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)

Abstract:

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7.
Downloads 905 ( 23,157)
Citation 3

The Swaption Cube

Review of Financial Studies, vol. 27, no. 8, p. 2307-2353, 2014
Number of pages: 87 Posted: 28 Oct 2010 Last Revised: 10 Feb 2016
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)
Downloads 878 (23,815)
Citation 3

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An Empirical Analysis of the Swaption Cube

NBER Working Paper No. w16549
Number of pages: 53 Posted: 22 Nov 2010
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)
Downloads 27 (466,535)
Citation 3

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8.
Downloads 798 ( 27,774)
Citation 14

Are All Credit Default Swap Databases Equal?

Number of pages: 53 Posted: 22 Nov 2010 Last Revised: 17 Jan 2013
Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)
Downloads 767 (28,804)
Citation 14

Abstract:

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Credit Default Swap Prices, Databases, Liquidity

Are All Credit Default Swap Databases Equal?

NBER Working Paper No. w16590
Number of pages: 67 Posted: 13 Dec 2010 Last Revised: 02 May 2016
Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)
Downloads 31 (446,022)
Citation 14

Abstract:

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Are All Credit Default Swap Databases Equal?

European Financial Management, Vol. 20, Issue 4, pp. 677-713, 2014
Number of pages: 37 Posted: 16 Sep 2014
Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)
Downloads 0
Citation 14
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credit default swap prices, databases, liquidity

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

Review of Financial Studies, vol. 22, no. 5, p. 2007-2057, 2009
Number of pages: 66 Posted: 06 Mar 2007 Last Revised: 11 Feb 2016
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)
Downloads 751 (29,668)
Citation 10

Abstract:

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Stochastic volatility, HJM model, Kalman filter, swaptions, caps

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

Review of Financial Studies, vol. 22, no. 5, p. 2007-2057, 2009
Posted: 13 Apr 2009 Last Revised: 11 Feb 2016
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)

Abstract:

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E43, G13

10.

O/S: The Relative Trading Activity in Options and Stock

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 52 Posted: 28 May 2009 Last Revised: 02 Oct 2009
Richard Roll, Eduardo S. Schwartz and Avanidhar Subrahmanyam
California Institute of Technology, Simon Fraser University (SFU) and University of California, Los Angeles (UCLA) - Finance Area
Downloads 657 (36,179)
Citation 28

Abstract:

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derivatives volume, stock volume, market efficiency

11.

Variance Risk Premia in Energy Commodities

Journal of Derivatives, vol. 17, p. 15-32, 2010
Number of pages: 30 Posted: 15 Jul 2008 Last Revised: 10 Feb 2016
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)
Downloads 633 (37,997)
Citation 12

Abstract:

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Crude oil, natural gas, stochastic variance, risk premia

12.

Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data

EFA 2004 Maastricht Meetings Paper No. 3102
Number of pages: 38 Posted: 26 Jul 2004
Gonzalo Cortazar, Eduardo S. Schwartz and Lorenzo Naranjo
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU) and University of Miami - Department of Finance
Downloads 575 (43,163)
Citation 3

Abstract:

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13.
Downloads 490 ( 52,809)
Citation 1

Growth Options and Firm Valuation

Number of pages: 39 Posted: 05 Feb 2013 Last Revised: 17 Apr 2017
Holger Kraft, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU) and Goethe University Frankfurt
Downloads 265 (107,050)
Citation 1

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Firm valuation, Real options, Volatility, R\&D expenses, PCA

Growth Options and Firm Valuation

SAFE Working Paper No. 6
Number of pages: 40 Posted: 27 Feb 2013 Last Revised: 17 Apr 2017
Holger Kraft, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU) and Goethe University Frankfurt
Downloads 211 (134,773)
Citation 1

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Firm valuation, Real options, Volatility, R&D expenses, PCA

Growth Options and Firm Valuation

NBER Working Paper No. w18836
Number of pages: 42 Posted: 01 Mar 2013
Holger Kraft, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU) and Goethe University Frankfurt
Downloads 12 (557,308)
Citation 1

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Growth Options and Firm Valuation

European Financial Management, Vol. 24, Issue 2, pp. 209-238, 2018
Number of pages: 30 Posted: 07 Mar 2018
Holger Kraft, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU) and Goethe University Frankfurt
Downloads 2 (623,431)
Citation 1
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firm valuation, real options, volatility, R & D expenses, PCA

A Model of R&D Valuation and the Design of Research Incentives

Insurance: Mathematics and Economics, Vol. 43, No. 3, pp. 350-367, 2008
Number of pages: 67 Posted: 31 Dec 2007 Last Revised: 03 Jan 2017
Jason C. Hsu and Eduardo S. Schwartz
Rayliant Global Advisors and Simon Fraser University (SFU)
Downloads 323 (86,237)
Citation 6

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real option, incentive design, R&D valuation

A Model of R&D Valuation and the Design of Research Incentives

NBER Working Paper No. w10041
Number of pages: 65 Posted: 27 Oct 2003 Last Revised: 13 Feb 2015
Jason C. Hsu and Eduardo S. Schwartz
Rayliant Global Advisors and Simon Fraser University (SFU)
Downloads 107 (238,924)
Citation 6

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15.

Commercial Office Space: Tests of a Real Options Model with Competitive Interactions

AFA 2004 San Diego Meetings
Number of pages: 21 Posted: 08 Dec 2003
Walter N. Torous and Eduardo S. Schwartz
Massachusetts Institute of Technology and Simon Fraser University (SFU)
Downloads 377 (72,675)
Citation 6

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Cash Flow Multipliers and Optimal Investment Decisions

Number of pages: 44 Posted: 02 Mar 2010 Last Revised: 25 Sep 2013
Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 310 (90,327)

Abstract:

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Firm valuation, Valuation multiples, Real options

Cash Flow Multipliers and Optimal Investment Decisions

NBER Working Paper No. w15807
Number of pages: 51 Posted: 15 Mar 2010 Last Revised: 11 Sep 2010
Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 31 (446,022)

Abstract:

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Cash Flow Multipliers and Optimal Investment Decisions

European Financial Management, Vol. 21, Issue 3, pp. 399-429, 2015
Number of pages: 31 Posted: 02 Jun 2015
Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 1 (636,559)
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firm valuation, valuation multiples, real options

17.

Options Trading Activity and Firm Valuation

Number of pages: 32 Posted: 06 Feb 2008
Eduardo S. Schwartz, Avanidhar Subrahmanyam and Richard Roll
Simon Fraser University (SFU), University of California, Los Angeles (UCLA) - Finance Area and California Institute of Technology
Downloads 336 (83,067)
Citation 17

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18.
Downloads 313 ( 89,902)
Citation 13

R&D Investments with Competitive Interactions

EFA 2003 Annual Conference Paper No. 430
Number of pages: 51 Posted: 20 Jul 2003
Kristian R. Miltersen and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)
Downloads 284 (99,560)
Citation 13

Abstract:

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R&D Investments with Competitive Interactions

NBER Working Paper No. w10258
Number of pages: 48 Posted: 14 Jul 2010 Last Revised: 05 Jan 2012
Kristian R. Miltersen and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)
Downloads 29 (455,956)
Citation 12

Abstract:

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19.

Pricing Expropriation Risk in Natural Resource Contracts - A Real Options Approach

Published in William Hogan and Federico Sturzenegger, eds.: The Natural Resource Trap, MIT press, 2010
Number of pages: 28 Posted: 05 Feb 2008 Last Revised: 10 Feb 2016
Eduardo S. Schwartz and Anders B. Trolle
Simon Fraser University (SFU) and HEC Paris - Finance Department
Downloads 301 (93,913)
Citation 3

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Real options, crude oil contracts, expropriation risk

Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change

SAFE Working Paper No. 92
Number of pages: 51 Posted: 18 Mar 2015 Last Revised: 24 Sep 2018
Christoph Hambel, Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 117 (223,884)

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Climate change economics, carbon abatement, social cost of carbon, GDP growth, stochastic differential utility

Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change

Number of pages: 47 Posted: 15 Mar 2015 Last Revised: 01 Oct 2018
Christoph Hambel, Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 97 (255,918)

Abstract:

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Climate change economics, carbon abatement, social cost of carbon, GDP growth, stochastic differential utility

Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change

NBER Working Paper No. w21044
Number of pages: 47 Posted: 30 Mar 2015
Christoph Hambel, Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 7 (587,710)

Abstract:

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21.
Downloads 184 (153,562)
Citation 9

Homeownership as a Constraint on Asset Allocation

Number of pages: 42 Posted: 22 Mar 2005
Stephen Day Cauley, Andrey D. Pavlov and Eduardo S. Schwartz
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU) - Finance Area and Simon Fraser University (SFU)
Downloads 184 (153,517)
Citation 9

Abstract:

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Asset allocation, housing

Homeownership as a Constraint on Asset Allocation

Journal of Real Estate Finance and Economics, Vol. 34, No. 3, 2007
Posted: 11 Oct 2006
Stephen Day Cauley, Eduardo S. Schwartz and Andrey D. Pavlov
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU) and Simon Fraser University (SFU) - Finance Area

Abstract:

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22.

Trading Activity in the Equity Market and Its Contingent Claims: An Empirical Investigation

Number of pages: 55 Posted: 10 Dec 2010 Last Revised: 31 Mar 2012
Richard Roll, Eduardo S. Schwartz and Avanidhar Subrahmanyam
California Institute of Technology, Simon Fraser University (SFU) and University of California, Los Angeles (UCLA) - Finance Area
Downloads 169 (165,590)

Abstract:

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volume, market efficiency

23.

Towards a Common European Monetary Union Risk Free Rate

Number of pages: 32 Posted: 14 Mar 2010 Last Revised: 23 Feb 2012
Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)
Downloads 167 (167,318)
Citation 3

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Euro government bonds, Credit quality, Liquidity, Macro factors

24.
Downloads 156 (177,399)
Citation 23

Patents and R&D as Real Options

NBER Working Paper No. w10114
Number of pages: 50 Posted: 26 Nov 2003 Last Revised: 25 Oct 2014
Eduardo S. Schwartz
Simon Fraser University (SFU)
Downloads 116 (225,317)
Citation 23

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Patents and R&D as Real Options

Economic Notes, Vol. 33, No. 1, pp. 23-54, February 2004
Number of pages: 32 Posted: 03 Jul 2004
Eduardo S. Schwartz
Simon Fraser University (SFU)
Downloads 40 (407,274)
Citation 23
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25.

Illiquid Assets and Optimal Portfolio Choice

NBER Working Paper No. w12633
Number of pages: 66 Posted: 20 Nov 2006 Last Revised: 17 Nov 2010
Claudio Tebaldi and Eduardo S. Schwartz
Bocconi University - CAREFIN - Centre for Applied Research in Finance and Simon Fraser University (SFU)
Downloads 149 (184,284)
Citation 8

Abstract:

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26.
Downloads 67 (316,814)

The Carbon Abatement Game

Number of pages: 49 Posted: 12 Feb 2018 Last Revised: 14 Nov 2018
Christoph Hambel, Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 66 (323,295)

Abstract:

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Climate change economics, Carbon abatement, Non-cooperative game, Social cost of carbon, Stochastic differential game, Trade, Transfers

The Carbon Abatement Game

NBER Working Paper No. w24604
Number of pages: 49 Posted: 25 May 2018
Christoph Hambel, Holger Kraft and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)
Downloads 1 (636,559)
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27.

A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives

NBER Working Paper No. w12337
Number of pages: 64 Posted: 14 Jul 2006 Last Revised: 18 Sep 2010
Anders B. Trolle and Eduardo S. Schwartz
HEC Paris - Finance Department and Simon Fraser University (SFU)
Downloads 66 (319,371)
Citation 10

Abstract:

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28.

Real Options with Uncertain Maturity and Competition

NBER Working Paper No. w12990
Number of pages: 51 Posted: 23 Mar 2007 Last Revised: 01 Jul 2010
Kristian R. Miltersen and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)
Downloads 58 (340,741)
Citation 2

Abstract:

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29.

Price Discovery in the Credit Markets

Number of pages: 21 Posted: 08 Dec 2017 Last Revised: 11 Dec 2017
Andrey D. Pavlov, Eduardo S. Schwartz and Susan M. Wachter
Simon Fraser University (SFU) - Finance Area, Simon Fraser University (SFU) and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 50 (365,137)

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Credit Insurance, Credit Default Swaps, Price Discovery

30.

Commercial Office Space: Testing the Implications of Real Options Models With Competitive Interactions

Real Estate Economics, Vol. 35, No. 1, pp. 1-20, Spring 2007
Number of pages: 20 Posted: 16 Feb 2007
Walter N. Torous and Eduardo S. Schwartz
Massachusetts Institute of Technology and Simon Fraser University (SFU)
Downloads 37 (410,625)
Citation 4
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31.

Commodity and Asset Pricing Models: An Integration

NBER Working Paper No. w19167
Number of pages: 44 Posted: 29 Jun 2013
Gonzalo Cortazar, Ivo Kovacevic and Eduardo S. Schwartz
Pontificia Universidad Catolica de Chile, Pontifical Catholic University of Chile and Simon Fraser University (SFU)
Downloads 27 (453,880)

Abstract:

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32.

Towards a Common European Monetary Union Risk Free Rate

NBER Working Paper No. w15353
Number of pages: 61 Posted: 21 Sep 2009 Last Revised: 16 Oct 2009
Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz
Universidad Carlos III de Madrid, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)
Downloads 26 (459,006)
Citation 3

Abstract:

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33.

Commodity Price Forecasts, Futures Prices and Pricing Models

NBER Working Paper No. w22991
Number of pages: 35 Posted: 11 Jan 2017
Pontificia Universidad Catolica de Chile, Pontifical Catholic University of Chile, Simon Fraser University (SFU) and Pontifical Catholic University of Chile
Downloads 23 (474,745)

Abstract:

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34.

The Valuation of Fisheries Rights: A Real Option Approach

Number of pages: 34 Posted: 27 Oct 2018
Jose Pizarro and Eduardo S. Schwartz
University of British Columbia (UBC) - Sauder School of Business and Simon Fraser University (SFU)
Downloads 10 (546,513)

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Fisheries rights valuation, real options, sustainable harvesting

35.

The Valuation of Fisheries Rights: A Real Options Approach

NBER Working Paper No. w25140
Number of pages: 35 Posted: 08 Oct 2018
Jose Pizarro and Eduardo S. Schwartz
University of British Columbia (UBC) - Sauder School of Business and Simon Fraser University (SFU)
Downloads 4 (579,354)
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36.

Term-Structure Estimation in Markets with Infrequent Trading

Cortazar, G., Schwartz, E. S. and Naranjo, L. F. (2007), Term-Structure Estimation in Markets with Infrequent Trading. Int. J. Fin. Econ., 12: 353–369
Posted: 15 Sep 2013
Gonzalo Cortazar, Eduardo S. Schwartz and Lorenzo Naranjo
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU) and University of Miami - Department of Finance

Abstract:

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Term-structure estimation, emerging markets, infrequent trading

37.

The Valuation of Forestry Resources Under Stochastic Prices & Inventories

Journal of Financial & Quantitative Analysis. 24(4) 473-487, Dec. 1989, University of Alberta School of Business Research Paper No. 2013-636
Posted: 08 Jun 2013
Randall Morck, Eduardo S. Schwartz and David A. Stangeland
University of Alberta - Department of Finance and Statistical Analysis, Simon Fraser University (SFU) and University of Manitoba - Department of Accounting and Finance

Abstract:

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38.

Convergence within the EU: Evidence from Interest Rates

Economic Notes, Vol. 29, No. 2, July 2000
Posted: 11 Jul 2000
Teresa Corzo Santamaria and Eduardo S. Schwartz
University of Navarra and Simon Fraser University (SFU)

Abstract:

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39.

Electronic Screen Trading and the Transmission of Information: An Empirical Examination

JOURNAL OF FINANCIAL INTERMEDIATION Vol 3 No 2, 1994
Posted: 26 Oct 1999
Andreas Grünbichler, Eduardo S. Schwartz and Francis A. Longstaff
University of St. Gallen - Swiss Institute of Banking and Finance, Simon Fraser University (SFU) and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

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40.

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt and Determining Swap Spreads

Posted: 30 Dec 1998
Francis A. Longstaff and Eduardo S. Schwartz
University of California, Los Angeles (UCLA) - Finance Area and Simon Fraser University (SFU)

Abstract:

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41.

Valuing American Options by Simulation: A Simple Least-Squares Approach

Posted: 26 Oct 1998
Francis A. Longstaff and Eduardo S. Schwartz
University of California, Los Angeles (UCLA) - Finance Area and Simon Fraser University (SFU)

Abstract:

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42.

Contemporary Issues: Valuing Long-Term Commodity Assets

Financial Management, "Spring 1998"
Posted: 15 Jun 1998
Eduardo S. Schwartz
Simon Fraser University (SFU)

Abstract:

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Throwing Good Money after Bad? Cash Infusions and Distressed Real Estate

REAL ESTATE ECONOMICS, Vol. 24 No. 1
Posted: 19 Apr 1996
Bradford Cornell, Eduardo S. Schwartz and Francis A. Longstaff
California Institute of Technology, Simon Fraser University (SFU) and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

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Throwing Good Money after Bad? Cash Infusions and Distressed Real Estate

UCLA Working Paper No 4-94
Posted: 18 Jul 1994
Bradford Cornell, Francis A. Longstaff and Eduardo S. Schwartz
California Institute of Technology, University of California, Los Angeles (UCLA) - Finance Area and Simon Fraser University (SFU)

Abstract:

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Other Papers (1)

Total Downloads: 14    Citations: 8
1.

Illiquid Assets and Optimal Portfolio Choice

UCLA Anderson School of Management Paper No. 18-04
Number of pages: 48 Posted: 04 Mar 2005
Claudio Tebaldi and Eduardo S. Schwartz
Bocconi University - CAREFIN - Centre for Applied Research in Finance and Simon Fraser University (SFU)
Downloads 14
Citation 8

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Dynamic portfolio choice