D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 72 Citations 40,172 174 World Ranking 205 National Ranking 2

Research.com Recognitions

Awards & Achievements

2000 - Fellow of the American Finance Association (AFA)

Fellow of the Financial Management Association

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Microeconomics
  • Financial economics

His primary areas of investigation include Financial economics, Valuation, Futures contract, Microeconomics and Econometrics. His Financial economics research incorporates themes from Bond and Stock market index. Eduardo S. Schwartz has included themes like Black–Scholes model, Actuarial science, Risk analysis and Mathematical economics in his Valuation study.

His Futures contract research is multidisciplinary, relying on both Forward curve, Interest rate and Commodity. His Microeconomics research includes themes of Capital asset pricing model and Cash flow. His Econometrics study deals with Yield curve intersecting with Interest rate risk, Credit risk, Risk-free interest rate and Floating interest rate.

His most cited work include:

  • Valuing American Options by Simulation: A Simple Least-Squares Approach (2333 citations)
  • Evaluating Natural Resource Investments (1912 citations)
  • A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1729 citations)

What are the main themes of his work throughout his whole career to date?

Eduardo S. Schwartz spends much of his time researching Econometrics, Financial economics, Valuation, Microeconomics and Futures contract. His Econometrics research includes elements of Yield curve, Interest rate and Portfolio. His work in Financial economics addresses issues such as Market liquidity, which are connected to fields such as Stock market and Price discovery.

His work carried out in the field of Valuation brings together such families of science as Dividend, Actuarial science, Cash flow and Capital budgeting. The various areas that he examines in his Microeconomics study include Capital asset pricing model, Consumption and Asset allocation. His is doing research in Spot contract and Convenience yield, both of which are found in Futures contract.

He most often published in these fields:

  • Econometrics (66.99%)
  • Financial economics (59.80%)
  • Valuation (37.58%)

What were the highlights of his more recent work (between 2014-2021)?

  • Econometrics (66.99%)
  • Social cost (10.13%)
  • Futures contract (28.10%)

In recent papers he was focusing on the following fields of study:

His primary areas of investigation include Econometrics, Social cost, Futures contract, Spot contract and Investment. Eduardo S. Schwartz combines subjects such as Financial economics, Portfolio and Global optimum with his study of Econometrics. His studies in Financial economics integrate themes in fields like Stock market index, Market risk and Price/cash flow ratio.

The Futures contract study combines topics in areas such as Financialization, Risk premium and Commodity. His work on Valuation expands to the thematically related Volatility. Eduardo S. Schwartz has researched Microeconomics in several fields, including Stochastic modelling and Hedge.

Between 2014 and 2021, his most popular works were:

  • Expected commodity returns and pricing models (14 citations)
  • Growth options and firm valuation (10 citations)
  • Optimal carbon abatement in a stochastic equilibrium model with climate change (5 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Microeconomics
  • Macroeconomics

His primary scientific interests are in Econometrics, Financial economics, Enterprise value, Volatility and Spot contract. The various areas that Eduardo S. Schwartz examines in his Econometrics study include Elasticity of intertemporal substitution, Risk aversion and Social cost. His Financial economics research is multidisciplinary, relying on both Quality and Yield.

His work deals with themes such as Stock market, Investment and Portfolio, which intersect with Enterprise value. His biological study spans a wide range of topics, including Implied volatility, Volatility smile, Forward volatility, Volatility swap and Valuation. His Spot contract research includes elements of Microeconomics, Risk premium and Commodity.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Valuing American Options by Simulation: A Simple Least-Squares Approach

Francis A Longstaff;Eduardo S Schwartz.
Review of Financial Studies (2001)

3991 Citations

Evaluating Natural Resource Investments

Michael J. Brennan;Eduardo S. Schwartz.
The Journal of Business (1985)

3525 Citations

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff;Eduardo S. Schwartz.
Journal of Finance (1995)

3044 Citations

The stochastic behavior of commodity prices: Implications for valuation and hedging

Eduardo S. Schwartz.
Journal of Finance (1997)

2689 Citations

Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

Rajna Gibson;Eduardo S. Schwartz.
Journal of Finance (1990)

1328 Citations

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Eduardo Schwartz;James E. Smith.
Management Science (2000)

1309 Citations

Electricity prices and power derivatives: Evidence from the Nordic Power Exchange

Julio J. Lucia;Eduardo S. Schwartz.
The Finance (2000)

1285 Citations

Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model

Francis A. Longstaff;Eduardo S. Schwartz.
Journal of Finance (1992)

1278 Citations

A continuous time approach to the pricing of bonds

Michael J. Brennan;Eduardo S. Schwartz.
Journal of Banking and Finance (1979)

1060 Citations

Analyzing Convertible Bonds

Michael J. Brennan;Eduardo S. Schwartz.
Journal of Financial and Quantitative Analysis (1980)

951 Citations

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