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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, Eduardo S.; Schwartz, Eduardo; Schwartz, E.
Documents Indexed: 18 Publications since 1993
Co-Authors: 17 Co-Authors with 17 Joint Publications
277 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 583 times in 548 Documents Cited by Year
Valuing American options by simulation: a simple least-squares approach. Zbl 1386.91144
Longstaff, Francis A.; Schwartz, Eduardo S.
314
1993
Electricity prices and power derivatives: evidence from the Nordic Power Exchange. Zbl 1064.91508
Lucia, Julio J.; Schwartz, Eduardo S.
113
2002
Strategic asset allocation. Zbl 0901.90008
Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald
77
1997
R&D investments with competitive interactions. Zbl 1111.91319
Miltersen, Kristian R.; Schwartz, Eduardo S.
12
2004
Evaluating environmental investments: a real options approach. Zbl 0989.91532
Cortazar, Gonzalo; Schwartz, Eduardo S.; Salinas, Marcelo
10
1998
Theory of storage and the pricing of commodity claims. Zbl 1090.91029
Nielsen, Martin J.; Schwartz, Eduardo S.
9
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
Portfolio selection with stable distributed returns. Zbl 1052.91053
Ortobelli, Sergio; Huber, Isabella; Schwartz, Eduardo
8
2002
A model of R&D valuation and the design of research incentives. Zbl 1152.91688
Hsu, Jason C.; Schwartz, Eduardo S.
7
2008
Stable modeling of value at risk. Zbl 1008.91063
Khindanova, I.; Rachev, S.; Schwartz, E.
6
2001
The impact of fat tailed returns on asset allocation. Zbl 1035.91035
Tokat, Yesim; Schwartz, Eduardo S.
5
2002
Implementing a real option model for valuing an undeveloped oil field. Zbl 0885.90074
Cortazar, Gonzalo; Schwartz, Eduardo S.
5
1997
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
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.
7
2008
R&D investments with competitive interactions. Zbl 1111.91319
Miltersen, Kristian R.; Schwartz, Eduardo S.
12
2004
Theory of storage and the pricing of commodity claims. Zbl 1090.91029
Nielsen, Martin J.; Schwartz, Eduardo S.
9
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.
113
2002
Portfolio selection with stable distributed returns. Zbl 1052.91053
Ortobelli, Sergio; Huber, Isabella; Schwartz, Eduardo
8
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.
6
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
77
1997
Implementing a real option model for valuing an undeveloped oil field. Zbl 0885.90074
Cortazar, Gonzalo; Schwartz, Eduardo S.
5
1997
Valuing American options by simulation: a simple least-squares approach. Zbl 1386.91144
Longstaff, Francis A.; Schwartz, Eduardo S.
314
1993
all top 5

Cited by 1,004 Authors

14 Oosterlee, Cornelis Willebrordus
13 Benth, Fred Espen
12 Schoenmakers, John G. M.
11 Belomestny, Denis
8 Bender, Christian
6 Bayer, Christian
6 Zhu, Songping
5 Fleten, Stein-Erik
5 Ludkovski, Michael
5 Sabino, Piergiacomo
4 Boyle, Phelim P.
4 Cartea, Álvaro
4 Duck, Peter W.
4 Grzelak, Lech A.
4 Guidolin, Massimo
4 Hinz, Juri
4 Kung, James J.
4 Langrené, Nicolas
4 Pagès, Gilles
4 Rachev, Svetlozar T.
4 Zanette, Antonino
4 Zanger, Daniel Z.
3 Bally, Vlad
3 Boomsma, Trine Krogh
3 Brigo, Damiano
3 Carmona, René A.
3 Crepey, Stephane
3 Geering, Hans Peter
3 Geman, Hélyette
3 Hambly, Ben M.
3 Herzog, Florian
3 Johnson, Paul V.
3 Juneja, Sandeep
3 Kohler, Michael
3 Ladkau, Marcel
3 Levendorskiĭ, Sergeĭ Zakharovich
3 Lindström, Erik
3 Mehrdoust, Farshid
3 Milstein, Grigori N.
3 Munk, Claus
3 Pflug, Georg Ch.
3 Prokopczuk, Marcel
3 Schwartz, Eduardo S.
3 Schweizer, Nikolaus
3 Thijssen, Jacco J. J.
3 Trigeorgis, Lenos
3 Vargiolu, Tiziano
3 Vázquez Cendón, Carlos
3 Warin, Xavier
3 Wozabal, David
3 Xu, Wei (David)
2 Agarwal, Ankush
2 Ahmadi, Zaniar
2 Aitsahlia, Farid
2 Albanese, Claudio
2 Areal, Nelson
2 Assa, Hirbod
2 Bacinello, Anna Rita
2 Barlow, Martin T.
2 Bayraktar, Erhan
2 Becker, Sebastian
2 Ben-Ameur, Hatem
2 Broadie, Mark N.
2 Caramellino, Lucia
2 Cerqueti, Roy
2 Cheridito, Patrick
2 Chevalier, Etienne
2 Chronopoulos, Michail
2 Cortazar, Gonzalo
2 Cortés López, Juan Carlos
2 Cufaro Petroni, Nicola
2 Cui, Yunwei
2 De Angelis, Tiziano
2 de Graaf, Cornelis S. L.
2 del Carmen Calvo-Garrido, Maria
2 Denault, Michel
2 Deschatre, Thomas
2 Dickmann, Fabian
2 Dondi, Gabriel
2 Dyer, James S.
2 El Otmani, Mohamed
2 Elliott, Robert James
2 Evatt, Geoffrey W.
2 Fabozzi, Frank J.
2 Feng, Chunrong
2 Feng, Qian
2 Féron, Olivier
2 Ferrari, Giorgio
2 Figueroa, Marcelo G.
2 Foroush Bastani, Ali
2 Glasserman, Paul
2 Glau, Kathrin
2 Gobet, Emmanuel
2 Goswami, Manisha
2 Goudenège, Ludovic
2 Guha, Suchandan
2 Guo, Ivan
2 Haldrup, Niels
2 Hochreiter, Ronald
2 Honda, Toshiki
...and 904 more Authors
all top 5

Cited in 132 Serials

84 Quantitative Finance
35 International Journal of Theoretical and Applied Finance
27 Journal of Economic Dynamics & Control
23 European Journal of Operational Research
22 Applied Mathematical Finance
16 Review of Derivatives Research
15 Mathematical Finance
14 International Journal of Computer Mathematics
13 Finance and Stochastics
12 Annals of Operations Research
11 Computational Management Science
10 SIAM Journal on Financial Mathematics
9 Mathematical Methods of Operations Research
8 Applied Mathematics and Computation
8 Journal of Computational and Applied Mathematics
8 Decisions in Economics and Finance
7 Stochastic Analysis and Applications
7 Computational Economics
7 Mathematics and Financial Economics
6 The Annals of Applied Probability
6 Methodology and Computing in Applied Probability
6 European Actuarial Journal
5 Journal of Optimization Theory and Applications
5 Computers & Operations Research
4 Journal of Econometrics
4 SIAM Journal on Control and Optimization
4 Insurance Mathematics & Economics
4 Computational Statistics and Data Analysis
4 Asia-Pacific Financial Markets
3 Physica A
3 European Journal of Applied Mathematics
3 Communications in Statistics. Simulation and Computation
3 Communications in Statistics. Theory and Methods
3 Mathematical Problems in Engineering
3 Probability in the Engineering and Informational Sciences
3 The ANZIAM Journal
3 Scandinavian Actuarial Journal
3 Stochastics
2 Journal of Mathematical Economics
2 Mathematics and Computers in Simulation
2 Mathematics of Operations Research
2 Operations Research
2 Applied Numerical Mathematics
2 Asia-Pacific Journal of Operational Research
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 Bernoulli
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Soft Computing
2 Studies in Nonlinear Dynamics and Econometrics
2 Discrete Dynamics in Nature and Society
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics
2 OR Spectrum
2 ASTIN Bulletin
2 North American Actuarial Journal
2 Journal of Industrial and Management Optimization
2 The Annals of Applied Statistics
2 MathematicS In Action
2 Statistics and Computing
2 Decision Analysis
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 Automatica
1 Journal of Applied Probability
1 Journal of Differential Equations
1 Journal of Economic Theory
1 Journal of Statistical Planning and Inference
1 Naval Research Logistics
1 SIAM Journal on Numerical Analysis
1 Journal of Information & Optimization Sciences
1 Statistics & Probability Letters
1 Physica D
1 Numerical Methods for Partial Differential Equations
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Computational Statistics
1 Applied Mathematics. Series B (English Edition)
1 Journal of Mathematical Sciences (New York)
1 Annales Mathématiques Blaise Pascal
1 Monte Carlo Methods and Applications
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 Computational Geosciences
1 Econometric Theory
1 Optimization and Engineering
...and 32 more Serials

Citations by Year