Eduardo S. Schwartz

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

Prof.

Los Angeles, CA 90095-1481

United States

Simon Fraser University (SFU)

Bryan Beedie Chair in Finance

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

46

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240

CROSSREF CITATIONS

147

Scholarly Papers (46)

1.

Valuation of Information Technology Investments As Real Options

Number of pages: 37 Posted: 20 Nov 2000
Carlos Zozaya-Gorostiza, Eduardo S. Schwartz and Eduardo S. Schwartz
Instituto Tecnológico Autónomo de México (ITAM) and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,753 (6,660)
Citation 11

Abstract:

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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, Eduardo S. Schwartz and Pedro Santa-Clara
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Nova School of Business and Economics
Downloads 1,613 (15,636)
Citation 25

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3.
Downloads 1,169 ( 25,341)
Citation 4

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, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,128 (26,282)
Citation 5

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An Empirical Analysis of the Swaption Cube

NBER Working Paper No. w16549
Number of pages: 53 Posted: 22 Nov 2010 Last Revised: 21 Mar 2022
Anders B. Trolle, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 41 (572,990)
Citation 1

Abstract:

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4.

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, Eduardo S. Schwartz, Richard Roll and Avanidhar Subrahmanyam
Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area, California Institute of Technology and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,113 (27,242)
Citation 21

Abstract:

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Market efficiency, liquidity, arbitrage

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, Eduardo S. Schwartz and Pedro Santa-Clara
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Nova School of Business and Economics
Downloads 1,110 (27,361)
Citation 12

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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, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 956 (33,330)
Citation 18

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: 29 Apr 2022
Anders B. Trolle, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 82 (408,993)
Citation 7

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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, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area

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7.

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

Number of pages: 29 Posted: 31 Dec 2000
Gonzalo Cortazar, Eduardo S. Schwartz, Eduardo S. Schwartz and Jaime Casassus
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Pontificia Universidad Catolica de Chile
Downloads 1,033 (30,297)
Citation 2

Abstract:

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8.

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, Eduardo S. Schwartz and Avanidhar Subrahmanyam
California Institute of Technology, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area
Downloads 893 (37,219)
Citation 12

Abstract:

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derivatives volume, stock volume, market efficiency

9.
Downloads 858 ( 39,358)
Citation 10

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, Eduardo S. Schwartz and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 793 (43,193)
Citation 2

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 2021
Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 39 (583,857)

Abstract:

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Are All Credit Default Swap Databases Equal?

CNMV Working Paper No. 44 (2010)
Number of pages: 68 Posted: 12 Jun 2019
Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 26 (667,477)
Citation 7

Abstract:

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Credit Default Swap prices, Databases, Liquidity

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, Eduardo S. Schwartz and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 0

Abstract:

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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, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 816 (41,570)
Citation 3

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, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area

Abstract:

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E43, G13

11.

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

Number of pages: 38 Posted: 26 Jul 2004
Gonzalo Cortazar, Eduardo S. Schwartz, Eduardo S. Schwartz and Lorenzo Naranjo
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Olin Business School
Downloads 627 (59,572)
Citation 1

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12.
Downloads 566 ( 67,874)
Citation 5

Growth Options and Firm Valuation

Number of pages: 39 Posted: 05 Feb 2013 Last Revised: 17 Apr 2017
Holger Kraft, Eduardo S. Schwartz, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 297 (141,614)

Abstract:

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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, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 239 (176,432)

Abstract:

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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 Last Revised: 20 Jun 2022
Holger Kraft, Eduardo S. Schwartz, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 23 (690,678)

Abstract:

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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, Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 7 (837,939)
Citation 3

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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, Jason C. Hsu, Eduardo S. Schwartz and Eduardo S. Schwartz
Research AffiliatesRayliant Global Advisors and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 343 (121,458)

Abstract:

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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: 10 Jun 2022
Jason C. Hsu, Jason C. Hsu, Eduardo S. Schwartz and Eduardo S. Schwartz
Research AffiliatesRayliant Global Advisors and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 118 (321,896)
Citation 2

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14.

Options Trading Activity and Firm Valuation

Number of pages: 32 Posted: 06 Feb 2008
Eduardo S. Schwartz, Eduardo S. Schwartz, Avanidhar Subrahmanyam and Richard Roll
Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area, University of California, Los Angeles (UCLA) - Finance Area and California Institute of Technology
Downloads 421 (96,947)
Citation 17

Abstract:

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15.

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

Number of pages: 21 Posted: 08 Dec 2003
Walter N. Torous, Eduardo S. Schwartz and Eduardo S. Schwartz
Massachusetts Institute of Technology and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 396 (104,030)
Citation 8

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16.

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, Eduardo S. Schwartz and Anders B. Trolle
Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Copenhagen Business School
Downloads 369 (112,749)
Citation 1

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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: 60 Posted: 18 Mar 2015 Last Revised: 16 Dec 2020
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 207 (202,356)
Citation 11

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

Number of pages: 57 Posted: 15 Mar 2015 Last Revised: 16 Dec 2020
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 142 (279,846)

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: 48 Posted: 30 Mar 2015 Last Revised: 19 Nov 2021
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 15 (758,952)
Citation 3

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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, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 323 (129,637)

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: 12 Mar 2022
Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 36 (600,993)

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, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 1 (912,235)

Abstract:

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firm valuation, valuation multiples, real options

19.
Downloads 334 (125,818)
Citation 10

R&D Investments with Competitive Interactions

Number of pages: 51 Posted: 20 Jul 2003
Kristian R. Miltersen, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 300 (140,195)
Citation 7

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: 12 Jan 2022
Kristian R. Miltersen, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 34 (612,851)
Citation 2

Abstract:

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20.

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, Eduardo S. Schwartz and Avanidhar Subrahmanyam
California Institute of Technology, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area
Downloads 221 (190,472)
Citation 19

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volume, market efficiency

21.
Downloads 200 (209,022)
Citation 21

Patents and R&D as Real Options

NBER Working Paper No. w10114
Number of pages: 50 Posted: 26 Nov 2003 Last Revised: 20 Feb 2022
Eduardo S. Schwartz and Eduardo S. Schwartz
Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 160 (253,806)

Abstract:

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Patents and R&D as Real Options

Number of pages: 32 Posted: 03 Jul 2004
Eduardo S. Schwartz and Eduardo S. Schwartz
Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 40 (578,465)
Citation 2

Abstract:

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Homeownership as a Constraint on Asset Allocation

Number of pages: 42 Posted: 22 Mar 2005
Stephen Day Cauley, Andrey D. Pavlov, Eduardo S. Schwartz and Eduardo S. Schwartz
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU) - Finance Area and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 195 (213,764)
Citation 8

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, Eduardo S. Schwartz and Andrey D. Pavlov
University of California, Los Angeles (UCLA) - Finance Area, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Simon Fraser University (SFU) - Finance Area

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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, Eduardo S. Schwartz and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 178 (231,621)
Citation 1

Abstract:

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Euro government bonds, Credit quality, Liquidity, Macro factors

Towards a Common European Monetary Union Risk Free Rate

CNMV Working Paper No. 51 (2011)
Number of pages: 56 Posted: 12 Jun 2019
Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz and Eduardo S. Schwartz
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 11 (797,365)
Citation 1

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Euro government bonds; Credit quality; Liquidity; Macro factors

24.

Illiquid Assets and Optimal Portfolio Choice

NBER Working Paper No. w12633
Number of pages: 66 Posted: 20 Nov 2006 Last Revised: 08 Jan 2022
Claudio Tebaldi, Eduardo S. Schwartz and Eduardo S. Schwartz
Bocconi University - CAREFIN - Centre for Applied Research in Finance and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 168 (243,039)
Citation 1

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25.

The Social Cost of Carbon in a Non-Cooperative World

Number of pages: 61 Posted: 11 Jul 2019 Last Revised: 25 Jan 2021
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 140 (281,915)
Citation 3

Abstract:

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Climate change economics, Carbon abatement, Non-cooperative game, Differential game, Trade, DICE

26.
Downloads 123 (310,838)
Citation 3

The Carbon Abatement Game

Number of pages: 49 Posted: 12 Feb 2018 Last Revised: 14 Nov 2018
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 108 (342,656)
Citation 1

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 Last Revised: 25 Mar 2022
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Goethe University Frankfurt, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 15 (758,952)

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27.

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, Eduardo S. Schwartz and Susan M. Wachter
Simon Fraser University (SFU) - Finance Area, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 86 (393,753)
Citation 3

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Credit Insurance, Credit Default Swaps, Price Discovery

28.

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: 19 Mar 2022
Anders B. Trolle, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 79 (413,699)

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29.

Commodity Price Forecasts, Futures Prices and Pricing Models

NBER Working Paper No. w22991
Number of pages: 35 Posted: 11 Jan 2017 Last Revised: 28 Apr 2022
Gonzalo Cortazar, Cristobal Millard, Eduardo S. Schwartz, Eduardo S. Schwartz and Hector Ortega
Pontificia Universidad Catolica de Chile, Pontifical Catholic University of Chile, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Pontificia Universidad Catolica de Chile
Downloads 68
Citation 3

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30.

Stranded Fossil Fuel Reserves and Firm Value

NBER Working Paper No. w26497
Number of pages: 44 Posted: 27 Nov 2019 Last Revised: 27 May 2022
Christina V. Atanasova, Eduardo S. Schwartz and Eduardo S. Schwartz
Simon Fraser University and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 66 (455,962)

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31.

Real Options with Uncertain Maturity and Competition

NBER Working Paper No. w12990
Number of pages: 51 Posted: 23 Mar 2007 Last Revised: 31 Dec 2021
Kristian R. Miltersen, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 64 (463,020)

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32.

Commodity and Asset Pricing Models: An Integration

NBER Working Paper No. w19167
Number of pages: 44 Posted: 29 Jun 2013 Last Revised: 16 May 2022
Gonzalo Cortazar, Ivo Kovacevic, Eduardo S. Schwartz and Eduardo S. Schwartz
Pontificia Universidad Catolica de Chile, Pontifical Catholic University of Chile and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 58 (485,752)

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33.

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, Eduardo S. Schwartz and Eduardo S. Schwartz
Massachusetts Institute of Technology and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 38 (576,421)
Citation 3

Abstract:

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34.

Towards a Common European Monetary Union Risk Free Rate

NBER Working Paper No. w15353
Number of pages: 61 Posted: 21 Sep 2009 Last Revised: 15 Jun 2022
Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz and Eduardo S. Schwartz
Universidad Carlos III de Madrid, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 29 (628,710)

Abstract:

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35.

The Valuation of Fisheries Rights: A Real Option Approach

Number of pages: 34 Posted: 27 Oct 2018
Jose Pizarro, Eduardo S. Schwartz and Eduardo S. Schwartz
University of British Columbia (UBC) - Sauder School of Business and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 28 (635,195)

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Fisheries rights valuation, real options, sustainable harvesting

36.

The Valuation of Fisheries Rights: A Real Options Approach

NBER Working Paper No. w25140
Number of pages: 35 Posted: 08 Oct 2018 Last Revised: 12 Mar 2022
Jose Pizarro, Eduardo S. Schwartz and Eduardo S. Schwartz
University of British Columbia (UBC) - Sauder School of Business and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 12 (759,481)

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37.

Optimal Harvest with Multiple Fishing Zones, Endogenous Price and Global Uncertainty

NBER Working Paper No. w28732
Number of pages: 45 Posted: 03 May 2021 Last Revised: 18 Nov 2021
Jose Pizarro, Eduardo S. Schwartz and Eduardo S. Schwartz
University of British Columbia (UBC) - Sauder School of Business and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 1 (873,275)
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38.

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, Eduardo S. Schwartz and Lorenzo Naranjo
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Olin Business School

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Term-structure estimation, emerging markets, infrequent trading

39.

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, Eduardo S. Schwartz and David A. Stangeland
University of Alberta - Department of Finance and Statistical Analysis, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and University of Manitoba - Department of Accounting and Finance

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40.

Variance Risk Premia in Energy Commodities

Journal of Derivatives, vol. 17, p. 15-32, 2010, https://doi.org/10.3905/jod.2010.17.3.015
Posted: 15 Jul 2008 Last Revised: 21 May 2019
Anders B. Trolle, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area

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Crude oil, natural gas, stochastic variance, risk premia

41.

Convergence within the EU: Evidence from Interest Rates

Posted: 11 Jul 2000
Teresa Corzo Santamaria, Eduardo S. Schwartz and Eduardo S. Schwartz
University of Navarra and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area

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42.

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

Posted: 26 Oct 1999
Andreas Grünbichler, Eduardo S. Schwartz, Eduardo S. Schwartz and Francis A. Longstaff
University of St. Gallen - Swiss Institute of Banking and Finance, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area

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43.

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

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

Abstract:

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44.

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

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

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45.

Contemporary Issues: Valuing Long-Term Commodity Assets

Financial Management, "Spring 1998"
Posted: 15 Jun 1998
Eduardo S. Schwartz and Eduardo S. Schwartz
Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area

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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, Eduardo S. Schwartz and Francis A. Longstaff
Anderson Graduate School of Management, UCLA, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area

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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, Eduardo S. Schwartz and Eduardo S. Schwartz
Anderson Graduate School of Management, UCLA, University of California, Los Angeles (UCLA) - Finance Area and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area

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Other Papers (1)

Total Downloads: 30
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, Eduardo S. Schwartz and Eduardo S. Schwartz
Bocconi University - CAREFIN - Centre for Applied Research in Finance and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 30

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Dynamic portfolio choice