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Author
Eduardo S. Schwartz
also known as E. S. Schwartz, E. Schwartz, E.S. Schwartz
National Bureau of Economic Research · University of California, Los Angeles · Simon Fraser University · Goethe University Frankfurt
About this author
Works
264
Cited by
43,435
h-index
73
i10
154
ORCID ↗
Top papers
Investment Under Uncertainty.
Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck
·
1994
·
The Journal of Finance
↗ 9,869
Valuing American Options by Simulation: A Simple Least-Squares Approach
Francis A. Longstaff, Eduardo S. Schwartz
·
2001
·
Review of Financial Studies
↗ 3,302
Evaluating Natural Resource Investments
Michael J. Brennan, Eduardo S. Schwartz
·
1985
·
The Journal of Business
↗ 2,415
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
Francis A. Longstaff, Eduardo S. Schwartz
·
1995
·
The Journal of Finance
↗ 2,177
The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
Eduardo S. Schwartz
·
1997
·
The Journal of Finance
↗ 2,101
Theory of Financial Decision Making.
Eduardo S. Schwartz, Jonathan E. Ingersoll
·
1988
·
The Journal of Finance
↗ 1,949
Short-Term Variations and Long-Term Dynamics in Commodity Prices
Eduardo S. Schwartz, James E. Smith
·
2000
·
Management Science
↗ 1,127
Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
Rajna Gibson, Eduardo S. Schwartz
·
1990
·
The Journal of Finance
↗ 1,038
Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
Julio J. Lucia, Eduardo S. Schwartz
·
2002
·
Review of Derivatives Research
↗ 947
Interest Rate Volatility and the Term Structure: A Two‐Factor General Equilibrium Model
Francis A. Longstaff, Eduardo S. Schwartz
·
1992
·
The Journal of Finance
↗ 943
A continuous time approach to the pricing of bonds
Michael J. Brennan, Eduardo S. Schwartz
·
1979
·
Journal of Banking & Finance
↗ 811
Strategic asset allocation
Michael J. Brennan, Eduardo S. Schwartz, Ronald Lagnado
·
1997
·
Journal of Economic Dynamics and Control
↗ 766
Books
Real Options and Investment under Uncertainty
2004
·
The MIT Press
Illiquid assets and optimal portfolio choice
2006
·
National Bureau of Economic Research
Generalized option pricing models
1975
Real Options and Investment under Uncertainty
2001
·
The MIT Press