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Schwartz, Eduardo S.

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Author ID: schwartz.eduardo-s Recent zbMATH articles by "Schwartz, Eduardo S."
Published as: Schwartz, E.; Schwartz, Eduardo; Schwartz, Eduardo S.
Documents Indexed: 18 Publications since 1993

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 572 times in 540 Documents Cited by Year
Valuing American options by simulation: a simple least-squares approach. Zbl 1386.91144
Longstaff, Francis A.; Schwartz, Eduardo S.
331
1993
Electricity prices and power derivatives: evidence from the Nordic Power Exchange. Zbl 1064.91508
Lucia, Julio J.; Schwartz, Eduardo S.
94
2002
Strategic asset allocation. Zbl 0901.90008
Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald
75
1997
R&D investments with competitive interactions. Zbl 1111.91319
Miltersen, Kristian R.; Schwartz, Eduardo S.
11
2004
Evaluating environmental investments: a real options approach. Zbl 0989.91532
Cortazar, Gonzalo; Schwartz, Eduardo S.; Salinas, Marcelo
10
1998
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach. Zbl 1178.91181
Tokat, Yesim; Rachev, Svetlozar T.; Schwartz, Eduardo S.
9
2003
Theory of storage and the pricing of commodity claims. Zbl 1090.91029
Nielsen, Martin J.; Schwartz, Eduardo S.
8
2004
Portfolio selection with stable distributed returns. Zbl 1052.91053
Ortobelli, Sergio; Huber, Isabella; Schwartz, Eduardo
7
2002
A model of R&D valuation and the design of research incentives. Zbl 1152.91688
Hsu, Jason C.; Schwartz, Eduardo S.
6
2008
The impact of fat tailed returns on asset allocation. Zbl 1035.91035
Tokat, Yesim; Schwartz, Eduardo S.
5
2002
Stable modeling of value at risk. Zbl 1008.91063
Khindanova, I.; Rachev, S.; Schwartz, E.
5
2001
Value-at-risk and asset allocation with stable return distributions. Zbl 1177.62123
Mittnik, Stefan; Rachev, Svetlozar; Schwartz, Eduardo
3
2002
The use of treasury bill futures in strategic asset allocation programs. Zbl 0945.91019
Brennan, Michael J.; Schwartz, Eduardo S.
3
1998
Implementing a real option model for valuing an undeveloped oil field. Zbl 0885.90074
Cortazar, Gonzalo; Schwartz, Eduardo S.
3
1997
The problem of optimal asset allocation with stable distributed returns. Zbl 1106.91034
Rachev, Svetlozar; Ortobelli, Sergio; Schwartz, Eduardo
1
2004
Evaluating investments in disruptive technologies. Zbl 1051.91511
Schwartz, Eduardo S.; Zozaya-Gorostiza, Carlos
1
2002
A model of R&D valuation and the design of research incentives. Zbl 1152.91688
Hsu, Jason C.; Schwartz, Eduardo S.
6
2008
R&D investments with competitive interactions. Zbl 1111.91319
Miltersen, Kristian R.; Schwartz, Eduardo S.
11
2004
Theory of storage and the pricing of commodity claims. Zbl 1090.91029
Nielsen, Martin J.; Schwartz, Eduardo S.
8
2004
The problem of optimal asset allocation with stable distributed returns. Zbl 1106.91034
Rachev, Svetlozar; Ortobelli, Sergio; Schwartz, Eduardo
1
2004
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach. Zbl 1178.91181
Tokat, Yesim; Rachev, Svetlozar T.; Schwartz, Eduardo S.
9
2003
Electricity prices and power derivatives: evidence from the Nordic Power Exchange. Zbl 1064.91508
Lucia, Julio J.; Schwartz, Eduardo S.
94
2002
Portfolio selection with stable distributed returns. Zbl 1052.91053
Ortobelli, Sergio; Huber, Isabella; Schwartz, Eduardo
7
2002
The impact of fat tailed returns on asset allocation. Zbl 1035.91035
Tokat, Yesim; Schwartz, Eduardo S.
5
2002
Value-at-risk and asset allocation with stable return distributions. Zbl 1177.62123
Mittnik, Stefan; Rachev, Svetlozar; Schwartz, Eduardo
3
2002
Evaluating investments in disruptive technologies. Zbl 1051.91511
Schwartz, Eduardo S.; Zozaya-Gorostiza, Carlos
1
2002
Stable modeling of value at risk. Zbl 1008.91063
Khindanova, I.; Rachev, S.; Schwartz, E.
5
2001
Evaluating environmental investments: a real options approach. Zbl 0989.91532
Cortazar, Gonzalo; Schwartz, Eduardo S.; Salinas, Marcelo
10
1998
The use of treasury bill futures in strategic asset allocation programs. Zbl 0945.91019
Brennan, Michael J.; Schwartz, Eduardo S.
3
1998
Strategic asset allocation. Zbl 0901.90008
Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald
75
1997
Implementing a real option model for valuing an undeveloped oil field. Zbl 0885.90074
Cortazar, Gonzalo; Schwartz, Eduardo S.
3
1997
Valuing American options by simulation: a simple least-squares approach. Zbl 1386.91144
Longstaff, Francis A.; Schwartz, Eduardo S.
331
1993
all top 5

Cited by 987 Authors

13 Benth, Fred Espen
12 Oosterlee, Cornelis Willebrordus
10 Belomestny, Denis
10 Schoenmakers, John G. M.
9 Zhu, Songping
7 Bender, Christian
5 Fleten, Stein-Erik
5 Kohler, Michael
5 Pagès, Gilles
5 Zanette, Antonino
4 Boyle, Phelim P.
4 Duck, Peter W.
4 Guidolin, Massimo
4 Hinz, Juri
4 Hu, Wenbin
4 Kung, James J.
4 Lyuu, Yuh-Dauh
4 Muthuraman, Kumar
4 Rachev, Svetlozar T.
4 Zanger, Daniel Z.
3 Bally, Vlad
3 Bayer, Christian
3 Boomsma, Trine Krogh
3 Brigo, Damiano
3 Carmona, René A.
3 Cartea, Álvaro
3 Chen, Wenting
3 Chockalingam, Arunachalam
3 Fabozzi, Frank J.
3 Foroush Bastani, Ali
3 Geering, Hans Peter
3 Geman, Hélyette
3 Gobet, Emmanuel
3 Goudenège, Ludovic
3 Grzelak, Lech A.
3 Hambly, Ben M.
3 Herzog, Florian
3 Jackson, Kenneth R.
3 Johnson, Paul V.
3 Khedher, Asma
3 Ladkau, Marcel
3 le Courtois, Olivier
3 Levendorskiĭ, Sergeĭ Zakharovich
3 Li, Shenghong
3 Lu, Xiaoping
3 Ludkovski, Michael
3 Meyer-Brandis, Thilo
3 Milstein, Grigori N.
3 Molent, Andrea
3 Pflug, Georg Ch.
3 Pironneau, Olivier
3 Prokopczuk, Marcel
3 Sabino, Piergiacomo
3 Schoutens, Wim
3 Schwartz, Eduardo S.
3 Trigeorgis, Lenos
3 Vanmaele, Michèle
3 Warin, Xavier
3 Wozabal, David
2 Ahmadi, Zaniar
2 Aitsahlia, Farid
2 Areal, Nelson
2 Bacinello, Anna Rita
2 Barlow, Martin T.
2 Bayraktar, Erhan
2 Ben-Ameur, Hatem
2 Broadie, Mark N.
2 Caramellino, Lucia
2 Cerqueti, Roy
2 Chan, Raymond Hon-Fu
2 Ciurlia, Pierangelo
2 Cortazar, Gonzalo
2 Cortés López, Juan Carlos
2 Cui, Yunwei
2 Cui, Zhenyu
2 Dai, Tian-Shyr
2 De Angelis, Tiziano
2 de Graaf, Cornelis S. L.
2 del Carmen Calvo-Garrido, Maria
2 Delong, Łukasz
2 Denault, Michel
2 Detering, Nils
2 Dickmann, Fabian
2 Dondi, Gabriel
2 Dyer, James S.
2 El Otmani, Mohamed
2 Elliott, Robert James
2 Evatt, Geoffrey W.
2 Exarchos, Ioannis
2 Feng, Qian
2 Féron, Olivier
2 Ferrari, Giorgio
2 Figueroa, Marcelo G.
2 Fromkorth, Andreas
2 Gamba, Andrea
2 Glasserman, Paul
2 Glau, Kathrin
2 Goncharov, Yevgeny
2 Goswami, Manisha
2 Guha, Suchandan
...and 887 more Authors
all top 5

Cited in 126 Serials

73 Quantitative Finance
38 International Journal of Theoretical and Applied Finance
35 Journal of Economic Dynamics & Control
27 European Journal of Operational Research
21 Applied Mathematical Finance
17 Journal of Computational and Applied Mathematics
16 Review of Derivatives Research
15 Mathematical Finance
13 Insurance Mathematics & Economics
12 Applied Mathematics and Computation
12 Finance and Stochastics
9 Mathematical Methods of Operations Research
9 Computational Management Science
8 Annals of Operations Research
8 International Journal of Computer Mathematics
7 Stochastic Analysis and Applications
7 Computational Economics
7 Decisions in Economics and Finance
7 SIAM Journal on Financial Mathematics
6 Computers & Operations Research
5 Journal of Econometrics
5 Journal of Optimization Theory and Applications
5 The Annals of Applied Probability
5 Methodology and Computing in Applied Probability
4 Computational Statistics and Data Analysis
4 Mathematical Problems in Engineering
4 Asia-Pacific Financial Markets
4 Mathematics and Financial Economics
3 Physica A
3 Journal of Statistical Planning and Inference
3 Mathematics and Computers in Simulation
3 SIAM Journal on Control and Optimization
3 Operations Research Letters
3 Applied Numerical Mathematics
3 Probability in the Engineering and Informational Sciences
3 The ANZIAM Journal
3 Stochastics
3 European Actuarial Journal
2 Computers & Mathematics with Applications
2 Journal of Mathematical Analysis and Applications
2 Automatica
2 Journal of Mathematical Economics
2 Mathematics of Operations Research
2 Asia-Pacific Journal of Operational Research
2 Applied Mathematics Letters
2 Mathematical and Computer Modelling
2 European Journal of Applied Mathematics
2 Economics Letters
2 Japan Journal of Industrial and Applied Mathematics
2 Discrete Event Dynamic Systems
2 Computational Optimization and Applications
2 SIAM Journal on Scientific Computing
2 Monte Carlo Methods and Applications
2 Bernoulli
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Studies in Nonlinear Dynamics and Econometrics
2 Discrete Dynamics in Nature and Society
2 Journal of Systems Science and Complexity
2 OR Spectrum
2 ASTIN Bulletin
2 The Annals of Applied Statistics
2 East Asian Journal on Applied Mathematics
1 Acta Informatica
1 Advances in Applied Probability
1 Applicable Analysis
1 Communications on Pure and Applied Mathematics
1 Mathematical Methods in the Applied Sciences
1 Moscow University Mathematics Bulletin
1 Theory of Probability and its Applications
1 Acta Mathematica Vietnamica
1 Journal of Applied Probability
1 Journal of Differential Equations
1 Journal of Economic Theory
1 Naval Research Logistics
1 Operations Research
1 SIAM Journal on Numerical Analysis
1 Journal of Information & Optimization Sciences
1 Statistics & Probability Letters
1 Numerical Methods for Partial Differential Equations
1 Journal of Scientific Computing
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Applied Mathematics. Series B (English Edition)
1 Journal of Mathematical Sciences (New York)
1 Annales Mathématiques Blaise Pascal
1 Complexity
1 International Transactions in Operational Research
1 ACM Transactions on Modeling and Computer Simulation
1 INFORMS Journal on Computing
1 European Journal of Control
1 Soft Computing
1 Computational Geosciences
1 Econometric Theory
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 International Game Theory Review
1 Scandinavian Actuarial Journal
1 Nonlinear Analysis. Real World Applications
1 Journal of Applied Mathematics
...and 26 more Serials

Citations by Year