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, Questrom School of Business, Boston University and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 698 (52,681)

Citation 12

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2.

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

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 59 Posted: 26 Oct 2015 Last Revised: 29 Apr 2021

Rafael Zambrana and Fernando Zapatero

University of Notre Dame - Mendoza College of Business and Questrom School of Business, Boston University

Downloads 506 (79,137)

Citation 2

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3.

Betting on the Likelihood of a Short Squeeze

Number of pages: 62 Posted: 16 Aug 2019 Last Revised: 21 Feb 2022

Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero

Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Questrom School of Business, Boston University

Downloads 501 (114,063)

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4.

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 Questrom School of Business, Boston University

Downloads 486 (83,084)

Citation 15

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5.

Demand for Lotteries: The Choice between Stocks and Options

Number of pages: 54 Posted: 11 Aug 2017 Last Revised: 10 Dec 2020

Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero

Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Questrom School of Business, Boston University

Downloads 312 (137,002)

Citation 3

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6.

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 Questrom School of Business, Boston University

Downloads 307 (139,446)

Citation 17

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7.

No Max Pain, No Max Gain: Stock Return Predictability at Options Expiration

Number of pages: 44 Posted: 27 Jun 2022 Last Revised: 18 Jul 2022

Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero

Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Questrom School of Business, Boston University

Downloads 284 (151,140)

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8.

Does Competition between Stars Increase Output? Evidence from Financial Analyst Forecasts

Number of pages: 43 Posted: 22 Apr 2014 Last Revised: 04 Nov 2019

Gil Aharoni, Joshua Shemesh and Fernando Zapatero

University of Melbourne, Monash University - Department of Banking and Finance and Questrom School of Business, Boston University

Downloads 247 (173,659)

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9.

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

Universidad de los Andes, Chile and Questrom School of Business, Boston University

Downloads 243 (176,432)

Citation 7

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10.

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 Questrom School of Business, Boston University

Downloads 240 (178,612)

Citation 5

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11.

Executive Stock Options as a Screening Mechanism

Downloads 226 (189,014)

Citation 2

2

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 Questrom School of Business, Boston University

Downloads 139 (288,341)

Citation 1

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, Questrom School of Business, Boston University and California Institute of Technology - Division of the Humanities and Social Sciences

Downloads 87 (399,683)

Citation 2

Abstract:

12.

Uncertainty and Dispersion of Opinions

Downloads 185 (226,933)

Citation 2

2

Uncertainty and Dispersion of Opinions

Number of pages: 60 Posted: 15 Mar 2010 Last Revised: 18 Mar 2022

Min S. Kim and Fernando Zapatero

Michigan State University - Department of Finance and Questrom School of Business, Boston University

Downloads 185 (226,954)

Citation 3

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Rational Bias and Herding in Analysts' Recommendations

Posted: 03 Dec 2009 Last Revised: 14 Sep 2011

Min S. Kim and Fernando Zapatero

Michigan State University - Department of Finance and Questrom School of Business, Boston University

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13.

Impact of Government Grants on Venture Capital Funding of Deep Technology University Spinoffs

Number of pages: 42 Posted: 19 Feb 2020 Last Revised: 02 Nov 2021

Andrea Belz, Alexandra Graddy-Reed and Fernando Zapatero

University of Southern California - Viterbi School of Engineering, Sol Price School of Public Policy University of Southern California and Questrom School of Business, Boston University

Downloads 175 (238,035)

Citation 3

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14.

Carrot and Stick: A Role for Benchmark-Adjusted Compensation in Active Fund Management

Number of pages: 73 Posted: 26 Sep 2016 Last Revised: 06 May 2022

Juan M. Sotes-Paladino and Fernando Zapatero

Universidad de los Andes, Chile and Questrom School of Business, Boston University

Downloads 175 (238,035)

Citation 2

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15.

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

Downloads 164 (251,400)

Citation 1

2

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 Questrom School of Business, Boston University

Downloads 93 (383,285)

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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 Questrom School of Business, Boston University

Downloads 71 (449,961)

Citation 1

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16.

Heterogenous Peer Effects: How Community Connectivity Affects Car Purchases

Downloads 153 (266,161)

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Heterogenous Peer Effects: How Community Connectivity Affects Car Purchases

Number of pages: 40 Posted: 10 Apr 2011 Last Revised: 16 May 2022

Joshua Shemesh, Fernando Zapatero, Yves Zenou and Yves Zenou

Monash University - Department of Banking and Finance, Questrom School of Business, Boston University and Stockholm UniversityMonash University - Department of Economics

Downloads 153 (266,867)

Citation 1

Abstract:

Heterogenous Peer Effects: How Community Connectivity Affects Car Purchases

CEPR Discussion Paper No. DP17306

Number of pages: 43 Posted: 27 May 2022

Joshua Shemesh, Fernando Zapatero, Yves Zenou and Yves Zenou

Monash University - Department of Banking and Finance, Questrom School of Business, Boston University and Stockholm UniversityMonash University - Department of Economics

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Heterogenous Peer Effects: How Community Connectivity Affects Car Purchases

Number of pages: 40 Posted: 04 Aug 2022

Joshua Shemesh, Yves Zenou, Yves Zenou and Fernando Zapatero

Monash University - Department of Banking and Finance, Stockholm UniversityMonash University - Department of Economics and Questrom School of Business, Boston University

Downloads 0

Abstract:

17.

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 Questrom School of Business, Boston University

Downloads 143 (280,950)

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18.

Rolling the Skewed Die: Economic Foundations of the Demand for Skewness and Experimental Evidence

USC Marshall School of Business Research Paper Sponsored by iORB, No. Forthcoming

Number of pages: 47 Posted: 10 May 2018 Last Revised: 08 Jun 2021

Andreas Aristidou, Aleksandar Giga, Suk Lee and Fernando Zapatero

affiliation not provided to SSRN, University of Southern California, University of Southern California, Marshall School of Business and Questrom School of Business, Boston University

Downloads 137 (290,498)

Citation 2

Abstract:

19.

Disagreement, Information Quality and Asset Prices

Number of pages: 70 Posted: 04 Dec 2019 Last Revised: 13 May 2022

Costas Xiouros and Fernando Zapatero

BI Norwegian Business School and Questrom School of Business, Boston University

Downloads 131 (300,567)

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20.

Asset Pricing Implications of Heterogeneous Investment Horizons

Number of pages: 51 Posted: 25 May 2021 Last Revised: 28 Jul 2022

Idan Hodor and Fernando Zapatero

Monash University and Questrom School of Business, Boston University

Downloads 114 (332,420)

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21.

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

Belz, A., Zapatero, F., Terrile, R., Giga, A., Kawas, M. (2019). Mapping the "Valley of Death": Managing Selection and Technology Advancement in NASA's Small Business Innovation Research Program, Transactions in Engineering Management, 10.1109/TEM.2019.2904441, pp. 1-10

Number of pages: 32 Posted: 14 Aug 2018 Last Revised: 13 Jul 2021

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

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

Downloads 85 (401,414)

Citation 4

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22.

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 Questrom School of Business, Boston University

Downloads 84 (404,262)

Citation 2

Abstract:

23.

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 Questrom School of Business, Boston University

Downloads 79 (418,854)

Abstract:

24.

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 Questrom School of Business, Boston University

Downloads 72 (440,934)

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25.

Applying Stakeholder Theory in a Real Options Model of the NASA SBIR R&D Portfolio

Boston University Questrom School of Business Research Paper No. 3907466

Number of pages: 29 Posted: 20 Aug 2021 Last Revised: 01 Aug 2022

Andrea Belz, Jeremy Eckhause, Richard Terrile and Fernando Zapatero

University of Southern California - Viterbi School of Engineering, RAND Corporation, Government of the United States of America - Jet Propulsion Laboratory and Questrom School of Business, Boston University

Downloads 49 (529,591)

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26.

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, Questrom School of Business, Boston University and McMaster University - Finance & Business Economics

Downloads 26 (657,505)

Citation 2

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27.

Clinging Onto the Cliff: A Model of Financial Misconduct

USC Marshall School of Business Research Paper Sponsored by iORB, No. Forthcoming, Boston University Questrom School of Business Research Paper Forthcoming, Boston Univ. School of Law Research Paper Forthcoming

Number of pages: 52 Posted: 01 Feb 2022 Last Revised: 16 Aug 2022

AJ Chen, Suk Lee and Fernando Zapatero

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

Downloads 2 (878,396)

Abstract:

28.

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 Questrom School of Business, Boston University

Downloads 2 (878,396)

Citation 1

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Abstract:

29.

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

J Technol Transf (2021). https://doi.org/10.1007/s10961-021-09859-0

Posted: 18 Oct 2017 Last Revised: 01 Aug 2022

Aleksandar Giga, Alexandra Graddy-Reed, Andrea Belz, Richard Terrile and Fernando Zapatero

University of Southern California, Sol Price School of Public Policy University of Southern California, University of Southern California - Viterbi School of Engineering, Government of the United States of America - Jet Propulsion Laboratory and Questrom School of Business, Boston University

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30.

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 Questrom School of Business, Boston University

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31.

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 Questrom School of Business, Boston University

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32.

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 Questrom School of Business, Boston University

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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, Questrom School of Business, Boston University, University of British Columbia Sauder School of Business and EDHEC Business School

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34.

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 Questrom School of Business, Boston University

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35.

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

Posted: 15 Dec 2000

Abel Cadenillas and Fernando Zapatero

University of Alberta - Department of Mathematical and Statistical Sciences and Questrom School of Business, Boston University

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On the Recoverability of Preferences and Beliefs

Posted: 16 May 2000

Domenico Cuoco and Fernando Zapatero

University of Pennsylvania - Finance Department and Questrom School of Business, Boston University

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37.

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 University - Columbia Business School, Finance and Questrom School of Business, Boston University

Fernando Zapatero

Questrom School of Business, Boston University

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Scholarly Papers (37)

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Heterogenous Peer Effects: How Community Connectivity Affects Car Purchases

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Risk Aversion in a Dynamic Asset Allocation Experiment

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