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Carpenter, Jennifer N.'s
Scholarly Papers
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Total Downloads
4,480 |
Total
Citations
701 |
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1.
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Mutual Fund Survivorship
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Carhart, Mark M. Kepos Capital LP Carpenter, Jennifer N. New York University (NYU) - Department of Finance Lynch , Anthony W. New York University (NYU) - Department of Finance Musto, David K. University of Pennsylvania - Finance Department
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19 Oct 00
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Last Revised:
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11 Dec 11
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1,744
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Carhart, Mark M. Kepos Capital LP Carpenter, Jennifer N. New York University (NYU) - Department of Finance Lynch , Anthony W. New York University (NYU) - Department of Finance Musto, David K. University of Pennsylvania - Finance Department
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Carhart, Mark M. Kepos Capital LP Carpenter, Jennifer N. New York University (NYU) - Department of Finance Lynch , Anthony W. New York University (NYU) - Department of Finance Musto, David K. University of Pennsylvania - Finance Department
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Carhart, Mark M. Kepos Capital LP Carpenter, Jennifer N. New York University (NYU) - Department of Finance Lynch , Anthony W. New York University (NYU) - Department of Finance Musto, David K. University of Pennsylvania - Finance Department
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2.
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Portfolio Performance and Agency
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Dybvig, Philip H. Washington University in Saint Louis - John M. Olin Business School Farnsworth, Heber Pennsylvania State University - Department of Finance Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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21 Jun 04
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29 Jul 10
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Dybvig, Philip H. Washington University in Saint Louis - John M. Olin Business School Farnsworth, Heber Pennsylvania State University - Department of Finance Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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D82, G11
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Dybvig, Philip H. Washington University in Saint Louis - John M. Olin Business School Farnsworth, Heber Pennsylvania State University - Department of Finance Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Dybvig, Philip H. Washington University in Saint Louis - John M. Olin Business School Farnsworth, Heber Pennsylvania State University - Department of Finance Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Farnsworth, Heber Pennsylvania State University - Department of Finance Dybvig, Philip H. Washington University in Saint Louis - John M. Olin Business School Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Dybvig, Philip H. Washington University in Saint Louis - John M. Olin Business School Farnsworth, Heber Pennsylvania State University - Department of Finance Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Dybvig, Philip H. Washington University in Saint Louis - John M. Olin Business School Farnsworth, Heber Pennsylvania State University - Department of Finance
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3.
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Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Acharya, Viral V. New York University - Leonard N. Stern School of Business
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28 Jul 01
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21 May 02
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545
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34
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Acharya, Viral V. New York University - Leonard N. Stern School of Business
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34
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Corporate bonds, call, default, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Acharya, Viral V. New York University - Leonard N. Stern School of Business
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517
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corporate bond, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration
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4.
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Optimal Exercise of Executive Stock Options and Implications for Firm Cost
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Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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13 Dec 07
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Last Revised:
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23 Dec 08
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305
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group
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Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group
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13 Dec 07
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10 Jan 08
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203
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Employee stock option, risk aversion, option exercise
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5.
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Estimation of Employee Stock Option Exercise Rates and Firm Cost
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group
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Posted:
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09 Mar 09
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Last Revised:
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16 Feb 12
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227
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group
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6.
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Corporate Bonds: Valuation, Hedging, and Optimal Call and Default Policies
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Posted:
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04 Nov 08
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Last Revised:
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23 Dec 08
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179
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Acharya, Viral V. New York University - Leonard N. Stern School of Business Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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7.
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The Exercise and Valuation of Executive Stock Options
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Posted:
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04 Nov 08
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Last Revised:
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07 Nov 08
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164
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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147
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Executive stock options, Exercise policy, Option valiation, Nontranferable option, Utility maximization
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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8.
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Does Option Compensation Increase Managerial Risk Appetite?
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Posted:
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07 Nov 08
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Last Revised:
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16 Dec 08
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125
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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9.
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Executive Stock Option Exercises and Inside Information
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Remmers, Barbara affiliation not provided to SSRN
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Posted:
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24 Sep 01
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16 Dec 08
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117
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Remmers, Barbara affiliation not provided to SSRN
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Remmers, Barbara affiliation not provided to SSRN
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Remmers, Barbara affiliation not provided to SSRN
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10.
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Survivorship Bias and Attrition Effects in Measures of Performance Persistence
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Lynch , Anthony W. New York University (NYU) - Department of Finance
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Posted:
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31 Aug 98
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Last Revised:
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11 Nov 08
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105
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Lynch , Anthony W. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Lynch , Anthony W. New York University (NYU) - Department of Finance
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11.
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The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Posted:
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27 Jun 98
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Last Revised:
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23 Dec 08
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102
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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12.
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group
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13.
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Stanton, Richard University of California, Berkeley - Finance Group Wallace, Nancy University of California, Berkeley - Real Estate Group
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69
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16
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14.
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The Valuation and Exercise of Executive Stock Options
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Posted:
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27 Jun 98
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Last Revised:
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11 Nov 08
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29
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117
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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15.
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Acharya, Viral V. New York University - Leonard N. Stern School of Business
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corporate bonds, call, default, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration
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16.
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Acharya, Viral V. New York University - Leonard N. Stern School of Business
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance Remmers, Barbara affiliation not provided to SSRN
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