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Goldstein, Robert S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
15,982 |
Total
Citations
1,031 |
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1.
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An EBIT-Based Model of Dynamic Capital Structure
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Ju, Nengjiu
Hong Kong University of Science & Technology - Department of Finance Leland, Hayne E.
University of California, Berkeley - Walter A. Haas School of Business
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Posted:
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24 Oct 98
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Last Revised:
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29 Dec 01
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3,946
(859)
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189
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Ju, Nengjiu
Hong Kong University of Science & Technology - Department of Finance Leland, Hayne E.
University of California, Berkeley - Walter A. Haas School of Business
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Ju, Nengjiu
Hong Kong University of Science & Technology - Department of Finance Leland, Hayne E.
University of California, Berkeley - Walter A. Haas School of Business
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3,946
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189
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2.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Martin, J. Spencer
University of Melbourne - Faculty of Business and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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2,434
(2,038)
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346
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3.
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On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle
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Chen, Long
Cheung Kong Graduate School of Business Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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Posted:
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16 Mar 05
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Last Revised:
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01 Jul 11
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1,118
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88
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Chen, Long
Michigan State University Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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0
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G12, G13
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Chen, Long
Cheung Kong Graduate School of Business Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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Chen, Long
Cheung Kong Graduate School of Business Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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16 Mar 05
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Last Revised:
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01 Jul 11
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1,118
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88
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Equity premium, credit spread, habit formation model
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4.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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960
(10,006)
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62
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5.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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951
(10,159)
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9
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6.
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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764
(14,253)
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48
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Human Capital, Risky Labor Income, Limited Stock Market Participation, Portfolio Choice, Life Cycle
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7.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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611
(19,694)
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5
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Fixed Income Derivatives, Term Structure of Interest rates, Stochastic Volatility, Stochastic Correlation, Affine Models
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8.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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606
(19,903)
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19
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Swaption Pricing
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9.
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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556
(22,358)
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18
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Volatility smile, volatility smirk, implied volatility, option pricing, portfolio insurance, market risk
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10.
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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542
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27
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11.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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520
(24,538)
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2
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12.
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Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
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Versions (2)
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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Posted:
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13 Jul 01
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Last Revised:
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01 Jul 11
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431
(31,293)
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66
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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0
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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431
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66
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13.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department
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429
(31,485)
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9
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Term Structure of Interest rates, Affine Models
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14.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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402
(34,251)
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37
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reduced-form models of default, Cox Processes
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15.
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Portfolio Choice Over the Life-Cycle in the Presence of 'Trickle Down' Labor Income
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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Posted:
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23 Jan 05
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Last Revised:
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01 Jul 11
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390
(35,547)
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14
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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36
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14
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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354
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14
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Labor Income Risk, Optimal Portfolio Choice, Limited Stock Market Participation, Human Capital
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16.
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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05 Feb 07
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Last Revised:
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01 Jul 11
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361
(39,059)
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4
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Volatility Smile, Volatility Smirk, Implied Volatility, Option Pricing, Portfolio Insurance, Market Risk, Individual Stock Options
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17.
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Keirstead, William P.
Goldman Sachs Group, Inc. - Japan Office
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299
(48,943)
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10
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18.
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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| Posted: |
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27 Jan 10
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Last Revised:
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01 Jul 11
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242
(61,950)
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16
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Volatility Smile, Volatility Smirk, Implied Volatility, Option Pricing, Portfolio Insurance, Market Risk
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19.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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232
(64,890)
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24
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Term Structure of Interest rates
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20.
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Modeling Credit Contagion Via the Updating of Fragile Beliefs
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Show Abstracts |
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Versions (1)
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Export Bibliographic Info |
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Helwege, Jean
University of South Carolina
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Posted:
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05 Mar 12
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Last Revised:
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19 Mar 12
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112
(107,655)
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2
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Helwege, Jean
University of South Carolina
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112
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2
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Contagion, sovereign risk, CDS pricing, fragile beliefs, learning, affine models
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21.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department
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40
(222,056)
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18
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22.
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Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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36
(230,844)
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18
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23.
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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24.
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Ju, Nengjiu
Hong Kong University of Science & Technology - Department of Finance Leland, Hayne E.
University of California, Berkeley - Walter A. Haas School of Business
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25.
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Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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