Fernando Zapatero

Finance · 2004–2007

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 26 citations into it
• Economics and Econometrics — 14 citations into it

Whom Fernando Zapatero trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jennifer N. Carpenter
2. Ou-yang Hui
3. Sébastien Page
4. Peter P. Carr
5. Brian J. Hall
6. Sanjiv Ranjan Das

Papers from Fernando Zapatero's perspective

Ordered by how strongly the researchers Fernando Zapatero trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Equity Premium Puzzle
2. The Fine Structure of Asset Retums : An Empirical Investigation '
3. Order Flow, Transaction Clock, and Normality of Asset Returns
4. Specification Analysis of Affine Term Structure Models
5. Does Option Compensation Increase Managerial Risk Appetite
6. The Variance Gamma Process and Option Pricing
7. Stock Options for Undiversified Executives
8. Portfolio Selection
9. The Variance Gamma (V.G.) Model for Share Market Returns
10. Time-Changed Levy Processes and Option Pricing ⁄

Their papers

• Optimal portfolio allocation with higher moments (2007) — 98 citations
• Introduction to the Economics and Mathematics of Financial Markets (2004) — 153 citations
• Leverage decision and manager compensation with choice of effort and volatility (2004) — 130 citations