Eduardo Schwartz
Affiliations: | University of California, Los Angeles, Los Angeles, CA |
Area:
FinanceGoogle:
"Eduardo Schwartz"
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Cortazar G, Kovacevic I, Schwartz ES. (2015) Expected commodity returns and pricing models Energy Economics. 49: 60-71 |
| Roll R, Schwartz E, Subrahmanyam A. (2009) Options Trading Activity and Firm Valuation Journal of Financial Economics. 94: 345-360 |
| Roll R, Schwartz E, Subrahmanyam A. (2007) Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis Journal of Finance. 62: 2201-2234 |
| Khindanova I, Rachev S, Schwartz E. (2001) Stable modeling of value at risk Mathematical and Computer Modelling. 34: 1223-1259 |
| Schwartz E, Smith JE. (2000) Short-Term Variations and Long-Term Dynamics in Commodity Prices Management Science. 46: 893-911 |
| Giammarino R, Schwartz E, Zechner J. (1989) Market valuation of bank assets and deposit insurance in Canada Canadian Journal of Economics. 22: 109-127 |
| Schwartz E, Order RV. (1988) Valuing the implicit guarantee of the Federal National Mortgage Association Journal of Real Estate Finance and Economics. 1: 23-34 |
| Jorion P, Schwartz E. (1986) Integration vs. Segmentation in the Canadian Stock Market Journal of Finance. 41: 603-614 |
| Dietrich-Campbell B, Schwartz E. (1986) Valuing debt options : Empirical evidence Journal of Financial Economics. 16: 321-343 |