Concepedia
Statistics
Publications
36
Citations
2.7K
H-Index
25
Active since
1989
Affiliations
University of Southern California(Current)
University of Alberta
Southern California University for Professional Studies
Boston University
California Institute of Technology
Fernando Zapatero is an author at University of Southern California specializing in business, finance, and economics.
Top concepts
BusinessFinanceEconomicsAsset PricingManagementFinancial EconomicsEconomic AnalysisMathematical ProgrammingGlobal FinanceAsset Allocation
Publications per year
1989–2021
Asset Prices in an Exchange Economy with Habit Formation
Jérôme Detemple, Fernando Zapatero · Econometrica · 1991 · 311 citations
Empirical Finance, Dynamic Economic Model, Economics +14
Effects of financial innovations on market volatility when beliefs are heterogeneous
Fernando Zapatero · Journal of Economic Dynamics and Control · 1998 · 212 citations
Volatility Modeling, Economics, Financial Economics +8
Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans
Suresh Sundaresan, Fernando Zapatero · Review of Financial Studies · 1997 · 188 citations
Economics, Public Finance, Asset Pricing +15
Optimal Central Bank Intervention in the Foreign Exchange Market
Abel Cadenillas, Fernando Zapatero · Journal of Economic Theory · 1999 · 177 citations
Monetary Policy, Economics, International Finance +5
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Alfredo Ibáñez, Fernando Zapatero · Journal of Financial and Quantitative Analysis · 2004 · 147 citations
Mathematical Programming, Engineering, American Options +18
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