| . |
Feldman, David's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
6,616 |
Total
Citations
58 |
|
|
|
|
|
1.
|
|
Simple Construction of the Efficient Frontier
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Reisman, Haim
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
|
|
Posted:
|
|
24 Nov 01
|
|
Last Revised:
|
|
06 Apr 08
|
|
2,475
(1,979)
|
15
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Reisman, Haim
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
|
|
906
|
15
|
|
| |
|
| |
Portfolio frontier, efficient frontier, capital market line, asset pricing
|
|
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Reisman, Haim
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
|
|
1,569
|
15
|
|
| |
|
| |
portfolio frontier, efficient frontier, capital market line, asset pricing
|
|
|
|
|
|
2.
|
|
Linear Beta Pricing with Inefficient Benchmarks
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Diacogiannis, George
University of Piraeus - Department of Banking and Financial Management Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
Posted:
|
|
29 Mar 06
|
|
Last Revised:
|
|
17 Jun 13
|
|
1,882
(3,165)
|
4
|
|
|
|
|
Diacogiannis, George
University of Piraeus - Department of Banking and Financial Management Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
29
|
3
|
|
| |
|
| |
Linear beta pricing, CAPM, expected returns, incomplete information, zero relation
|
|
|
|
|
|
|
Diacogiannis, George
University of Piraeus - Department of Banking and Financial Management Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
| Posted: |
|
29 Mar 06
|
|
Last Revised:
|
|
17 Apr 13
|
|
1,853
|
4
|
|
| |
|
| |
Linear beta pricing, CAPM, expected returns, incomplete information, zero relation
|
|
|
|
|
|
3.
|
|
Incomplete Information Equilibria: Separation Theorems and Other Myths
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
Posted:
|
|
14 Feb 05
|
|
Last Revised:
|
|
06 Apr 08
|
|
492
(26,309)
|
16
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
142
|
16
|
|
| |
|
| |
incomplete information, equilibrium, asset pricing, separation, state variables
|
|
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
350
|
16
|
|
| |
|
| |
Incomplete information, equilibrium, asset pricing, separation, state variables
|
|
|
|
|
|
4.
|
|
Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Bar-Niv (Burnovski), Moshe
Interdisciplinary Center (IDC) Herzliyah - Radzyner School of Law Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
Posted:
|
|
22 Nov 01
|
|
Last Revised:
|
|
06 Apr 08
|
|
430
(31,378)
|
|
|
|
|
|
Bar-Niv (Burnovski), Moshe
Interdisciplinary Center (IDC) Herzliyah - Radzyner School of Law Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
160
|
|
|
| |
|
| |
forum-selection, international-business transactions, contracts, portfolio diversification, home bias, managerial moral hazard, investment approach to litigation, managerial discretion
|
|
|
|
|
|
|
Bar-Niv (Burnovski), Moshe
Interdisciplinary Center (IDC) Herzliyah - Radzyner School of Law Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
270
|
|
|
| |
|
| |
forum-selection, international-business transactions, contracts, portfolio diversification, home bias, managerial moral hazard, investment approach to litigation, managerial discretion
|
|
|
|
|
|
5.
|
|
Mortgage Default: Classification Trees Analysis
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Gross, Shulamith
National Science Foundation
|
|
Posted:
|
|
13 Oct 04
|
|
Last Revised:
|
|
07 Oct 08
|
|
355
(39,865)
|
3
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Gross, Shulamith
National Science Foundation
|
|
355
|
3
|
|
| |
|
| |
Mortgage default, classification and regression Trees, misclassification error
|
|
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Gross, Shulamith
National Science Foundation
|
|
0
|
|
|
| |
|
| |
mortgage default, classification and regression trees, misclassification error
|
|
|
|
|
|
6.
|
|
Signaling-Screening Equilibrium in the Mortgage Market
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Ben-Shahar, Danny
Technion - Israel Institute of Technology Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
Posted:
|
|
07 Jan 02
|
|
Last Revised:
|
|
06 Apr 08
|
|
321
(45,009)
|
2
|
|
|
|
|
Ben-Shahar, Danny
Technion - Israel Institute of Technology Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
0
|
|
|
| |
|
| |
Signaling, screening, separating equilibrium, asymmetric information, mortgage markets, default, mortgage maturity, risk premium, welfare, market efficiency
|
|
|
|
|
|
|
Ben-Shahar, Danny
Technion - Israel Institute of Technology Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
321
|
2
|
|
| |
|
| |
signaling,screening,separating equilibrium,asymmetric information, mortgage markets,default,mortgage maturity,risk premium,welfare, market efficiency
|
|
|
|
|
|
7.
|
|
The Term Structure of Interest Rates: Bounded or Falling
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
Posted:
|
|
25 Sep 02
|
|
Last Revised:
|
|
06 Apr 08
|
|
232
(64,890)
|
5
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
0
|
|
|
| |
|
| |
term structure of interest rates, incomplete information, equilibrium asset pricing, constant/stochastic asymptotic moments
|
|
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
232
|
5
|
|
| |
|
| |
term structure of interest rates, incomplete information, equilibrium asset pricing, constant/stochastic asymptotic moments
|
|
|
|
|
|
8.
|
|
Production and the Real Rate of Interest: A Sample Path Equilibrium
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
Posted:
|
|
07 Jan 02
|
|
Last Revised:
|
|
06 Apr 08
|
|
139
(105,699)
|
5
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
0
|
|
|
| |
|
| |
incomplete information, equilibrium interest rates, asset pricing, sample path equilibrium
|
|
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
139
|
5
|
|
| |
|
| |
incomplete information, equilibrium interest rates, asset pricing, sample path equilibrium
|
|
|
|
|
|
9.
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Xu, Xin
University of New South Wales, Banking and Finance, Australian School of Business
|
| Posted: |
|
31 Aug 12
|
|
Last Revised:
|
|
29 Mar 13
|
|
110
(127,640)
|
|
|
| |
|
| |
Market Risk, Volatility Model, Systematic Risk, Market Portfolio, Predictive Power, Equilibrium, GARCH, RiskMetrics, Piecewise Constant Volatility, Constant Elasticity of Variance
|
|
|
10.
|
|
Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Discrete Attributes
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
Posted:
|
|
18 Jan 04
|
|
Last Revised:
|
|
06 Apr 08
|
|
95
(141,389)
|
4
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business
|
|
95
|
4
|
|
| |
|
| |
Equilibrium, Signaling, Asymmetric Information, Monotone Likelihood Ratio
|
|
|
|
|
|
11.
|
|
Separating Signaling Equilibria under Random Relations Between Costs and Attributes: Continuum of Attributes
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Winer, Russell S.
New York University (NYU) - Department of Marketing
|
|
Posted:
|
|
20 Jan 04
|
|
Last Revised:
|
|
06 Apr 08
|
|
85
(152,094)
|
4
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Winer, Russell S.
New York University (NYU) - Department of Marketing
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Winer, Russell S.
New York University (NYU) - Department of Marketing
|
|
85
|
4
|
|
| |
|
| |
Equilibrium, Signaling, Asymmetric Information, Monotone Likelihood Ratio
|
|
|
|
|
|
12.
|
|
|
Ben-Shahar, Danny
Technion - Israel Institute of Technology Feldman, David
University of New South Wales - Banking & Finance, Australian School of Business Greenberg, Doron
Neger College
|
|
|
|
|
| |
|
| |
rent control, option pricing, key money, tenure duration, conditional life expectancy
|
|
