| Leverage decision and manager compensation with choice of effort and volatility A Cadenillas, J Cvitanić, F Zapatero Journal of Financial Economics 73 (1), 71-92, 2004 | 183 | 2004 |
| Optimal central bank intervention in the foreign exchange market A Cadenillas, F Zapatero Journal of Economic theory 87 (1), 218-242, 1999 | 180 | 1999 |
| Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm A Cadenillas, T Choulli, M Taksar, L Zhang Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 169 | 2006 |
| Explicit solutions of consumption‐investment problems in financial markets with regime switching LR Sotomayor, A Cadenillas Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 168 | 2009 |
| Classical and impulse stochastic control of the exchange rate using interest rates and reserves A Cadenillas, F Zapatero Mathematical Finance 10 (2), 141-156, 2000 | 155 | 2000 |
| The stochastic maximum principle for linear, convex optimal control with random coefficients A Cadenillas, I Karatzas SIAM journal on control and optimization 33 (2), 590-624, 1995 | 135 | 1995 |
| Optimal risk-sharing with effort and project choice A Cadenillas, J Cvitanić, F Zapatero Journal of Economic Theory 133 (1), 403-440, 2007 | 120 | 2007 |
| The stochastic maximum principle for a singular control problem A Cadenillas, UG Haussmann Stochastics: An International Journal of Probability and Stochastic …, 1994 | 117 | 1994 |
| Optimal dividend policy with mean‐reverting cash reservoir A Cadenillas, S Sarkar, F Zapatero Mathematical Finance 17 (1), 81-109, 2007 | 106 | 2007 |
| Consumption-investment problems with transaction costs: Survey and open problems A Cadenillas Mathematical Methods of operations research 51, 43-68, 2000 | 85 | 2000 |
| Optimal trading of a security when there are taxes and transaction costs A Cadenillas, SR Pliska Finance and Stochastics 3, 137-165, 1999 | 80 | 1999 |
| Classical and singular stochastic control for the optimal dividend policy when there is regime switching LR Sotomayor, A Cadenillas Insurance: Mathematics and Economics 48 (3), 344-354, 2011 | 67 | 2011 |
| Optimal investment and risk control policies for an insurer: Expected utility maximization B Zou, A Cadenillas Insurance: Mathematics and Economics 58, 57-67, 2014 | 61 | 2014 |
| Optimal control of a mean-reverting inventory A Cadenillas, P Lakner, M Pinedo Operations research 58 (6), 1697-1710, 2010 | 61 | 2010 |
| A stochastic maximum principle for systems with jumps, with applications to finance A Cadenillas Systems & control letters 47 (5), 433-444, 2002 | 55 | 2002 |
| Explicit formula for the optimal government debt ceiling A Cadenillas, R Huamán-Aguilar Annals of Operations Research 247, 415-449, 2016 | 34 | 2016 |
| Optimal production management when demand depends on the business cycle A Cadenillas, P Lakner, M Pinedo Operations research 61 (4), 1046-1062, 2013 | 28 | 2013 |
| Dynamic Principal-Agent problems with perfect information A Cadenillas, J Cvitanic, F Zapatero USC CLEO Research Paper, 2003 | 23 | 2003 |
| Explicit solutions of optimal consumption, investment and insurance problems with regime switching B Zou, A Cadenillas Insurance: Mathematics and Economics 58, 159-167, 2014 | 20 | 2014 |
| Executive stock options with effort disutility and choice of volatility A Cadenillas, J Cvitanic, F Zapatero Journal of Financial Economics, 2002 | 16 | 2002 |
Fernando ZapateroProfessor, Finance, Boston UniversityVerified email at bu.edu
