| Asset prices in an exchange economy with habit formation JB Detemple, F Zapatero Econometrica: Journal of the Econometric Society, 1633-1657, 1991 | 345 | 1991 |
| Introduction to the economics and mathematics of financial markets J Cvitanic, F Zapatero MIT press, 2004 | 330 | 2004 |
| Effects of financial innovations on market volatility when beliefs are heterogeneous F Zapatero Journal of Economic Dynamics and Control 22 (4), 597-626, 1998 | 270 | 1998 |
| Monte Carlo valuation of American options through computation of the optimal exercise frontier A Ibanez, F Zapatero Journal of Financial and Quantitative Analysis 39 (2), 253-275, 2004 | 253 | 2004 |
| Valuation, optimal asset allocation and retirement incentives of pension plans S Sundaresan, F Zapatero The Review of Financial Studies 10 (3), 631-660, 1997 | 209 | 1997 |
| Optimal central bank intervention in the foreign exchange market A Cadenillas, F Zapatero Journal of Economic theory 87 (1), 218-242, 1999 | 183 | 1999 |
| Leverage decision and manager compensation with choice of effort and volatility A Cadenillas, J Cvitanić, F Zapatero Journal of Financial Economics 73 (1), 71-92, 2004 | 182 | 2004 |
| Equilibrium asset prices and exchange rates F Zapatero Journal of Economic Dynamics and Control 19 (4), 787-811, 1995 | 158 | 1995 |
| Classical and impulse stochastic control of the exchange rate using interest rates and reserves A Cadenillas, F Zapatero Mathematical Finance 10 (2), 141-156, 2000 | 156 | 2000 |
| The trade‐off model with mean reverting earnings: Theory and empirical tests S Sarkar, F Zapatero The Economic Journal 113 (490), 834-860, 2003 | 138 | 2003 |
| Optimal portfolio allocation with higher moments J Cvitanić, V Polimenis, F Zapatero Annals of Finance 4, 1-28, 2008 | 136 | 2008 |
| Optimal risk-sharing with effort and project choice A Cadenillas, J Cvitanić, F Zapatero Journal of Economic Theory 133 (1), 403-440, 2007 | 119 | 2007 |
| Optimal Consumption‐Portfolio Policies With Habit Formation1 JB Detemple, F Zapatero Mathematical Finance 2 (4), 251-274, 1992 | 119 | 1992 |
| Optimal dividend policy with mean‐reverting cash reservoir A Cadenillas, S Sarkar, F Zapatero Mathematical Finance 17 (1), 81-109, 2007 | 110 | 2007 |
| Dynamic portfolio choice with parameter uncertainty and the economic value of analysts’ recommendations J Cvitanić, A Lazrak, L Martellini, F Zapatero The Review of Financial Studies 19 (4), 1113-1156, 2006 | 110 | 2006 |
| Analytic pricing of employee stock options J Cvitanić, Z Wiener, F Zapatero The Review of Financial Studies 21 (2), 683-724, 2008 | 104 | 2008 |
| Asset pricing implications of benchmarking: a two-factor CAPM JP Gómez, F Zapatero The European Journal of Finance 9 (4), 343-357, 2003 | 96 | 2003 |
| The representative agent of an economy with external habit formation and heterogeneous risk aversion C Xiouros, F Zapatero The Review of Financial Studies 23 (8), 3017-3047, 2010 | 82 | 2010 |
| GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES1 R Goldstein, F Zapatero Mathematical Finance 6 (3), 331-340, 1996 | 77 | 1996 |
| Monte Carlo computation of optimal portfolios in complete markets J Cvitanić, L Goukasian, F Zapatero Journal of Economic Dynamics and Control 27 (6), 971-986, 2003 | 73 | 2003 |
Jaksa CvitanicCaltech在 hss.caltech.edu 的电子邮件经过验证
