Fernando Zapatero

Richard D. Cohen Professor in Management Professor, Finance Department Chair, Finance
  • Sotes-Paladino, J., Zapatero, F. (In Press). "A Rationale for Benchmarking in Money Management", SSRN Electronic Journal
  • Cvitanic, J., Zapatero, F., Wiener, Z. (In Press). "Analytic Pricing of Employee Stock Options", SSRN Electronic Journal
  • Suh, S., Zapatero, F. (In Press). "A Class of Quadratic Options for Exchange Rate Stabilization", SSRN Electronic Journal
  • Cadenillas, A., Sarkar, S., Zapatero, F. (In Press). "Optimal Dividend Policy with Mean-Reverting Cash Reservoir", SSRN Electronic Journal
  • Cetin, C., Zapatero, F. (In Press). "Optimal Acquisition of a Partially Hedgeable House", SSRN Electronic Journal
  • Xiouros, C., Zapatero, F. (In Press). "The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion", SSRN Electronic Journal
  • Sotes-Paladino, J., Zapatero, F. (2022). "Carrot and stick: A role for benchmark-adjusted compensation in active fund management", Journal of Financial Intermediation, 52 100981-100981
  • Chen, A., Lee, S., Zapatero, F. (2021). "Clinging Onto the Cliff: A Model of Financial Misconduct", SSRN
  • Belz, A., Terrile, R., Zapatero, F., Kawas, M., Giga, A. (2021). "Mapping the “Valley of Death”: Managing Selection and Technology Advancement in NASA's Small Business Innovation Research Program", IEEE Transactions on Engineering Management, 68 (5), 1476-1485
  • Belz, A., Zapatero, F. (2019). "Impact of Government Grants on Venture Capital Funding of Deep Technology University Spinoffs",
  • Brocas, I., Carrillo, J., Giga, A., Zapatero, F. (2019). "Risk Aversion in a Dynamic Asset Allocation Experiment", Journal of Financial and Quantitative Analysis, 54 (5), 2209-2232
  • Sotes-Paladino, J., Zapatero, F. (2019). "Riding the Bubble with Convex Incentives", The Review of Financial Studies, 32 (4), 1416-1456
  • Gómez, J., Priestley, R., Zapatero, F. (2016). "Labor Income, Relative Wealth Concerns, and the Cross Section of Stock Returns", Journal of Financial and Quantitative Analysis, 51 (4), 1111-1133
  • Cetin, C., Zapatero, F. (2015). "Optimal acquisition of a partially hedgeable house", Mathematics and Financial Economics, 9 (2), 123-147
  • Cvitanic, J., Polimenis, V., Zapatero, F. (2007). "Optimal portfolio allocation with higher moments", Annals of Finance, 4 (1), 1-28
    Research Presentations
  • Zapatero, F. Clinging onto the cliff: A model of financial misconduct, Finance Forum, 2022
  • Zapatero, F. Betting on the likelihood of a short squeeze, Midwest Finance Association, 2022
  • Zapatero, F. Betting on the likelihood of a short squeeze, Derivatives Conference, 2022
  • Zapatero, F. Betting on the Likelihood of a Short Squeeze, FMA/CBOE Conference on Derivatives and Volatility, CBOE, Chicago, 2021
  • Zapatero, F. Carrot and Stick: A Risk-Sharing Rationale for Fulcrum Fees in Active Fund Management, American Finance Association, 2021
  • Zapatero, F. Disagreement, Information Quality and Asset Prices, Stanford Institute for Theoretical Economics, Asset Pricing, Macro Finance, and Computation, 2020
  • Zapatero, F. Disagreement, Information Quality and Asset Prices, Finance Forum, Online