Klaus Bjerre Toft

Goldman Sachs International

Partner - Managing Director

River Court

120 Fleet Street

London, EC4A 2QQ

United Kingdom

SCHOLARLY PAPERS

5

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SSRN CITATIONS
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Top 38,613

in Total Papers Citations

14

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

How Firms Should Hedge

The Review of Financial Studies, Forthcoming
Number of pages: 52 Posted: 21 Oct 2001
Klaus Bjerre Toft and Gregory W. Brown
Goldman Sachs International and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 1,995 (7,532)
Citation 15

Abstract:

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derivatives, risk management, exotic derivatives, hedging, options

2.

On the Mean-Variance Tradeoff in Option Replication with Transactions Costs

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, June 1996
Posted: 23 Dec 1999
Klaus Bjerre Toft
Goldman Sachs International

Abstract:

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3.

How Well Can Barrier Options Be Hedged by a Static Portfolio of Standard Options?

The Journal of Financial Engineering, Vol. 7, No. 2, June 1998
Posted: 10 Aug 1998
Klaus Bjerre Toft and Changneng Xuan
Goldman Sachs International and J.P. Morgan Chase & Co. - Derivatives Research

Abstract:

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4.

Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

J. OF FINANCE, Vol. 51 No. 3
Posted: 19 Jun 1998
Hayne E. Leland and Klaus Bjerre Toft
University of California, Berkeley - Walter A. Haas School of Business and Goldman Sachs International

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5.

Options on Leveraged Equity: Theory and Empirical Tests

Journal of Finance, July 1977
Posted: 06 Nov 1997
Klaus Bjerre Toft
Goldman Sachs International

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