Author Page for Fernando Zapatero

Analytic Pricing of Employee Stock Options

Number of pages: 43 Posted: 03 Nov 2004

Jaksa Cvitanic, Fernando Zapatero and Zvi Wiener

California Institute of Technology - Division of the Humanities and Social Sciences, University of Southern California - Marshall School of Business and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Citation 12

Abstract:

2.

The Trade-Off Model with Mean Reverting Earnings: Theory and Empirical Tests

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Citation 10

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The Trade-Off Model with Mean Reverting Earnings: Theory and Empirical Tests

Economic Journal, Vol. 113, pp. 834-860, October 2003

Number of pages: 27 Posted: 09 Oct 2003

Sudipto Sarkar and Fernando Zapatero

McMaster University - Finance & Business Economics and University of Southern California - Marshall School of Business

Downloads 25 (496,204)

Citation 10

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Abstract:

3.

Asset Pricing Implications of Benchmarking: A Two-Factor CAPM

European Journal of Finance Vol.9, p. 343-357, August 2003

Number of pages: 18 Posted: 17 Oct 2003 Last Revised: 17 Mar 2015

Juan-Pedro Gomez and Fernando Zapatero

IE Business School - IE University and University of Southern California - Marshall School of Business

Downloads 456 (60,615)

Citation 15

Abstract:

4.

The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion

The Review of Financial Studies, August 2010.

Number of pages: 45 Posted: 18 Mar 2008 Last Revised: 10 Jan 2018

Costas Xiouros and Fernando Zapatero

BI Norwegian Business School and University of Southern California - Marshall School of Business

Downloads 278 (106,815)

Citation 10

Abstract:

5.

A Tale of Two Types: Generalists vs. Specialists in Asset Management

Number of pages: 60 Posted: 26 Oct 2015 Last Revised: 20 Oct 2017

Rafael Zambrana and Fernando Zapatero

Nova School of Business and Economics and University of Southern California - Marshall School of Business

Downloads 254 (117,447)

Abstract:

6.

Labor Income, Relative Wealth Concerns, and the Cross-section of Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2009 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper

Number of pages: 46 Posted: 05 Mar 2008 Last Revised: 17 Mar 2015

Juan-Pedro Gomez, Richard Priestley and Fernando Zapatero

IE Business School - IE University, Norwegian Business School and University of Southern California - Marshall School of Business

Downloads 221 (134,986)

Abstract:

7.

Executive Stock Options as a Screening Mechanism

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Citation 2

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Executive Stock Options as a Screening Mechanism

Number of pages: 30 Posted: 24 Jun 2005 Last Revised: 20 Feb 2012

Abel Cadenillas, Jaksa Cvitanic and Fernando Zapatero

University of Alberta - Department of Mathematical and Statistical Sciences, California Institute of Technology - Division of the Humanities and Social Sciences and University of Southern California - Marshall School of Business

Downloads 132 (212,636)

Citation 2

Abstract:

Executive Stock Options as a Screening Mechanism

Number of pages: 31 Posted: 04 Mar 2005

Abel Cadenillas, Fernando Zapatero and Jaksa Cvitanic

University of Alberta - Department of Mathematical and Statistical Sciences, University of Southern California - Marshall School of Business and California Institute of Technology - Division of the Humanities and Social Sciences

Downloads 82 (296,672)

Citation 2

Abstract:

8.

Riding the Bubble with Convex Incentives

Marshall School of Business Working Paper No. FBE 06.14

Number of pages: 53 Posted: 25 Jul 2014 Last Revised: 16 Apr 2018

Juan M. Sotes-Paladino and Fernando Zapatero

University of Melbourne - Department of Finance and University of Southern California - Marshall School of Business

Downloads 195 (151,894)

Abstract:

9.

The Effect of Star Analyst Tournaments on Firms' Information Environment

Marshall School of Business Working Paper No. FBE 05.14

Number of pages: 66 Posted: 22 Apr 2014 Last Revised: 02 Sep 2016

Gil Aharoni, Joshua Shemesh and Fernando Zapatero

University of Melbourne, Monash University - Department of Banking and Finance and University of Southern California - Marshall School of Business

Downloads 182 (161,733)

Abstract:

10.

Uncertainty and Dispersion of Opinions

Downloads 151 (190,097)

Citation 2

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Uncertainty and Dispersion of Opinions

Number of pages: 57 Posted: 15 Mar 2010 Last Revised: 23 Sep 2018

Min S. Kim and Fernando Zapatero

University of Texas at Austin and University of Southern California - Marshall School of Business

Downloads 151 (190,528)

Citation 2

Abstract:

Rational Bias and Herding in Analysts' Recommendations

Posted: 03 Dec 2009 Last Revised: 14 Sep 2011

Min S. Kim and Fernando Zapatero

University of Texas at Austin and University of Southern California - Marshall School of Business

Abstract:

11.

Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination

Downloads 149 (192,143)

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Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination

Number of pages: 50 Posted: 05 Nov 2014

Marco A. Navone and Fernando Zapatero

Finance Discipline Group - UTS Business School and University of Southern California - Marshall School of Business

Downloads 85 (290,191)

Abstract:

Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination

BAFFI CAREFIN Centre Research Paper No. 2015-7, Marshall School of Business Working Paper No. FBE 03.16

Number of pages: 45 Posted: 07 May 2015 Last Revised: 12 Apr 2016

Marco A. Navone and Fernando Zapatero

Finance Discipline Group - UTS Business School and University of Southern California - Marshall School of Business

Downloads 64 (341,928)

Abstract:

12.

A Class of Quadratic Options for Exchange Rate Stabilization

Number of pages: 24 Posted: 27 Dec 2005

Sangwon Suh and Fernando Zapatero

Bank of Korea and University of Southern California - Marshall School of Business

Downloads 137 (205,621)

Abstract:

13.

The Intensity of Keeping Up with the Joneses Behavior: Evidence from Neighbor Effects in Car Purchases

Number of pages: 38 Posted: 10 Apr 2011 Last Revised: 02 Sep 2016

Joshua Shemesh and Fernando Zapatero

Monash University - Department of Banking and Finance and University of Southern California - Marshall School of Business

Downloads 105 (250,823)

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14.

Demand for Lotteries: The Choice between Stocks and Options

Number of pages: 70 Posted: 11 Aug 2017 Last Revised: 31 Jul 2018

Ilias Filippou, Pedro Garcia-Ares and Fernando Zapatero

Washington University in St. Louis - John M. Olin Business School, University of Exeter and University of Southern California - Marshall School of Business

Downloads 104 (252,465)

Abstract:

15.

Stock and Bond Prices with Disagreement and Habit Formation Preferences

Number of pages: 23 Posted: 19 Mar 2011

Costas Xiouros and Fernando Zapatero

BI Norwegian Business School and University of Southern California - Marshall School of Business

Downloads 74 (312,192)

Abstract:

16.

Helping the Little Guy: The Impact of Government Awards on Small Technology Firms

Number of pages: 28 Posted: 18 Oct 2017 Last Revised: 23 Jul 2018

Aleksandar Giga, Andrea Belz, Richard Terrile and Fernando Zapatero

University of Southern California, University of Southern California - Viterbi School of Engineering, Government of the United States of America - Jet Propulsion Laboratory and University of Southern California - Marshall School of Business

Downloads 71 (319,554)

Abstract:

17.

A Rationale for Benchmarking in Money Management

Number of pages: 41 Posted: 26 Sep 2016 Last Revised: 15 Apr 2017

Juan M. Sotes-Paladino and Fernando Zapatero

University of Melbourne - Department of Finance and University of Southern California - Marshall School of Business

Downloads 70 (322,018)

Abstract:

18.

Optimal Acquisition of a Partially Hedgeable House

Marshall School of Business Working Paper No. FBE 25-09

Number of pages: 31 Posted: 02 Mar 2009 Last Revised: 19 Apr 2009

Coskun Cetin and Fernando Zapatero

California State University, Sacramento and University of Southern California - Marshall School of Business

Downloads 64 (337,614)

Abstract:

19.

Rolling the Skewed Die: Economic Foundations of the Demand for Skewness

Number of pages: 64 Posted: 10 May 2018

Suk Lee, Fernando Zapatero and Aleksandar Giga

University of Southern California, Marshall School of Business, University of Southern California - Marshall School of Business and University of Southern California

Downloads 60 (348,702)

Abstract:

20.

Skewness Seeking in a Dynamic Portfolio Choice Experiment

CEPR Discussion Paper No. DP11056, 8th Miami Behavioral Finance Conference 2017

Number of pages: 38 Posted: 27 Jan 2016

Isabelle Brocas, Juan D. Carrillo, Aleksandar Giga and Fernando Zapatero

University of Southern California - Department of Economics, University of Southern California - Department of Economics, University of Southern California and University of Southern California - Marshall School of Business

Downloads 36 (430,682)

Abstract:

21.

Optimal Dividend Policy with Mean-Reverting Cash Reservoir

Mathematical Finance, Vol. 17, No. 1, pp. 81-109, January 2007

Number of pages: 29 Posted: 13 Dec 2006

Abel Cadenillas, Fernando Zapatero and Sudipto Sarkar

University of Alberta - Department of Mathematical and Statistical Sciences, University of Southern California - Marshall School of Business and McMaster University - Finance & Business Economics

Downloads 24 (487,279)

Citation 9

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Abstract:

22.

Mapping the 'Valley of Death': Managing Selection and Technology Advancement in NASA's Small Business Innovation Research Program

Number of pages: 32 Posted: 14 Aug 2018 Last Revised: 14 Jan 2019

Andrea Belz, Fernando Zapatero, Richard Terrile, Michael Kawas and Aleksandar Giga

University of Southern California - Viterbi School of Engineering, University of Southern California - Marshall School of Business, Government of the United States of America - Jet Propulsion Laboratory, University of Southern California - Department of Economics and University of Southern California

Downloads 20 (509,532)

Abstract:

23.

Financing Cascades: Sequencing Public and Private Funding in University Spinoffs

Number of pages: 24 Posted: 27 Feb 2019

Andrea Belz, Sara Gong and Fernando Zapatero

University of Southern California - Viterbi School of Engineering, University of Southern California and University of Southern California - Marshall School of Business

Downloads 9 (573,349)

Abstract:

24.

Risk Aversion in a Dynamic Asset Allocation Experiment

CEPR Discussion Paper No. DP10332

Number of pages: 40 Posted: 23 Jan 2015

Isabelle Brocas, Juan D. Carrillo, Aleksandar Giga and Fernando Zapatero

University of Southern California - Department of Economics, University of Southern California - Department of Economics, University of Southern California and University of Southern California - Marshall School of Business

Downloads 0 (650,323)

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Abstract:

25.

Implications of Keeping up with the Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence

Implications of Keeping-up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence Juan-Pedro Gómez, Richard Priestley and Fernando Zapatero The Journal of Finance Vol. 64, No. 6 (Dec., 2009), pp. 2703-2737

Posted: 03 Feb 2009 Last Revised: 17 Mar 2015

Juan-Pedro Gomez, Richard Priestley and Fernando Zapatero

IE Business School - IE University, Norwegian Business School and University of Southern California - Marshall School of Business

Abstract:

26.

Empirical Performance of Levy Option Pricing Models

Posted: 12 Sep 2008 Last Revised: 21 Sep 2008

Ming Ji and Fernando Zapatero

affiliation not provided to SSRN and University of Southern California - Marshall School of Business

Abstract:

27.

Analytic Pricing of Employee Stock Options

Review of Financial Studies, Vol. 21, Issue 2, pp. 683-724, 2008

Posted: 26 Jun 2008

Jakaa Cvitani, Zvi Wiener and Fernando Zapatero

affiliation not provided to SSRN, Hebrew University of Jerusalem - Jerusalem School of Business Administration and University of Southern California - Marshall School of Business

Abstract:

28.

Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations

The Review of Financial Studies, Vol. 19, Issue 4, pp. 1113-1156, 2006

Posted: 29 Feb 2008

Jak[scaron]a Cvitani[cacute], Fernando Zapatero, Ali Lazrak and Lionel Martellini

affiliation not provided to SSRN, University of Southern California - Marshall School of Business, University of British Columbia Sauder School of Business and EDHEC Business School

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29.

Optimal Risk Taking with Flexible Income

AFA 2008 New Orleans Meetings Paper

Posted: 09 Mar 2006 Last Revised: 09 Feb 2019

Jaksa Cvitanic, Levon Goukasian and Fernando Zapatero

California Institute of Technology - Division of the Humanities and Social Sciences, Pepperdine University - Business Division and University of Southern California - Marshall School of Business

Abstract:

30.

Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves

Mathematical Finance, Vol. 10, Issue 2, April 2000

Posted: 15 Dec 2000

Abel Cadenillas and Fernando Zapatero

University of Alberta - Department of Mathematical and Statistical Sciences and University of Southern California - Marshall School of Business

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31.

On the Recoverability of Preferences and Beliefs

Review of Financial Studies, Vol. 13, No. 2

Posted: 16 May 2000

Domenico Cuoco and Fernando Zapatero

University of Pennsylvania - Finance Department and University of Southern California - Marshall School of Business

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32.

Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans

Review of Financial Studies, Vol. 10, No. 3

Posted: 30 Jul 1997

Suresh M. Sundaresan and Fernando Zapatero

Columbia Business School - Finance and Economics and University of Southern California - Marshall School of Business

Fernando Zapatero

University of Southern California - Marshall School of Business

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Scholarly Papers (32)

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The Trade-Off Model with Mean Reverting Earnings: Theory and Empirical Tests

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Optimal Dividend Policy with Mean-Reverting Cash Reservoir

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Risk Aversion in a Dynamic Asset Allocation Experiment

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