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 688 (47,688)

Citation 12

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2.

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 480 (75,237)

Citation 15

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3.

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 462 (78,755)

Citation 2

Abstract:

4.

Betting on the Likelihood of a Short Squeeze

Number of pages: 53 Posted: 16 Aug 2019 Last Revised: 31 Aug 2021

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 365 (114,063)

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5.

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 299 (128,800)

Citation 17

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6.

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 255 (151,582)

Citation 3

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7.

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 237 (162,902)

Citation 5

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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 236 (163,507)

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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 233 (165,536)

Citation 7

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10.

Executive Stock Options as a Screening Mechanism

Downloads 224 (171,905)

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 138 (262,613)

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 86 (365,670)

Citation 2

Abstract:

11.

Uncertainty and Dispersion of Opinions

Downloads 170 (220,492)

Citation 2

2

Uncertainty and Dispersion of Opinions

Number of pages: 63 Posted: 15 Mar 2010 Last Revised: 22 Feb 2021

Min S. Kim and Fernando Zapatero

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

Downloads 170 (220,716)

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

Downloads 162 (229,643)

Citation 1

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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 Questrom School of Business, Boston University

Downloads 92 (350,299)

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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 70 (412,846)

Citation 1

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13.

Carrot and Stick: A Risk-Sharing Rationale for Fulcrum Fees in Active Fund Management

Number of pages: 73 Posted: 26 Sep 2016 Last Revised: 06 Jul 2021

Juan M. Sotes-Paladino and Fernando Zapatero

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

Downloads 153 (240,904)

Citation 2

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14.

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

Giga, A., Graddy-Reed, A., Belz, A. et al. 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

Number of pages: 34 Posted: 18 Oct 2017 Last Revised: 13 Jul 2021

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

Downloads 145 (251,684)

Citation 2

Abstract:

15.

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 142 (255,938)

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16.

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 Questrom School of Business, Boston University

Downloads 141 (257,330)

Citation 1

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17.

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 119 (292,465)

Citation 2

Abstract:

18.

Disagreement, Information Quality and Asset Prices

Number of pages: 73 Posted: 04 Dec 2019 Last Revised: 18 Jun 2021

Costas Xiouros and Fernando Zapatero

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

Downloads 97 (336,135)

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19.

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

Number of pages: 38 Posted: 19 Feb 2020 Last Revised: 22 Jun 2020

Andrea Belz and Fernando Zapatero

University of Southern California - Viterbi School of Engineering and Questrom School of Business, Boston University

Downloads 90 (352,412)

Citation 3

Abstract:

20.

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 78 (384,009)

Abstract:

21.

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 70 (407,944)

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22.

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 64 (427,560)

Citation 5

Abstract:

23.

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 63 (430,988)

Citation 2

Abstract:

24.

Asset Pricing Implications of the Mismatch Between Performance Window and Benchmark Duration

Number of pages: 30 Posted: 25 May 2021 Last Revised: 30 Aug 2021

Idan Hodor and Fernando Zapatero

Monash University and Questrom School of Business, Boston University

Downloads 36 (543,915)

Abstract:

25.

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 24 (614,788)

Citation 2

Add to Cart

Abstract:

26.

A Real Options Approach to Project Selection and its Application to NASA’s Small Business Innovation Research Program

Number of pages: 28 Posted: 20 Aug 2021 Last Revised: 18 Oct 2021

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 9 (725,904)

Abstract:

27.

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 (782,175)

Citation 1

Add to Cart

Abstract:

28.

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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29.

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

Abstract:

30.

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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31.

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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32.

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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33.

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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34.

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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35.

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 Questrom School of Business, Boston University

Fernando Zapatero

Questrom School of Business, Boston University

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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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