Samuel Gregory Hanson

Harvard Business School

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 4,660

SSRN RANKINGS

Top 4,660

in Total Papers Downloads

7,179

CITATIONS
Rank 3,188

SSRN RANKINGS

Top 3,188

in Total Papers Citations

172

Scholarly Papers (18)

1.

A Macroprudential Approach to Financial Regulation

Chicago Booth Research Paper No. 10-29
Number of pages: 42 Posted: 14 Nov 2010
Samuel Gregory Hanson, Anil K. Kashyap and Jeremy C. Stein
Harvard Business School, University of Chicago, Booth School of Business and Harvard University - Department of Economics
Downloads 1,998 (3,428)
Citation 52

Abstract:

2.

Estimating Probabilities of Default

FRB of New York Staff Report No. 190
Number of pages: 36 Posted: 28 Jul 2004
Samuel Gregory Hanson and Til Schuermann
Harvard Business School and Oliver Wyman
Downloads 1,345 (8,910)
Citation 7

Abstract:

Risk management, credit risk, bootstrap, confidence intervals

3.
Downloads 677 ( 29,655)
Citation 6

Characteristic Timing

Harvard Business School Finance Working Paper No. 09-099
Number of pages: 56 Posted: 26 Dec 2008 Last Revised: 15 Feb 2010
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 393 (58,980)
Citation 6

Abstract:

Limits-to-arbitrage, characteristics, mispricing, capital structure, cross-section of stock returns

Share Issuance and Factor Timing

Number of pages: 52 Posted: 17 Mar 2010 Last Revised: 05 Dec 2010
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 269 (91,351)
Citation 6

Abstract:

Limits-to-arbitrage, characteristics, mispricing, capital structure, cross-section of stock returns

Characteristic Timing

NBER Working Paper No. w15948
Number of pages: 57 Posted: 03 May 2010
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 15 (482,265)
Citation 6

Abstract:

4.
Downloads 662 ( 30,632)
Citation 2

Issuer Quality and the Credit Cycle

Harvard Business School Working Paper No. 1734528
Number of pages: 46 Posted: 05 Jan 2011 Last Revised: 28 Jun 2011
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 654 (30,607)
Citation 2

Abstract:

credit risk, credit bubbles, forecasting regressions, debt issuance, quality

Issuer Quality and the Credit Cycle

NBER Working Paper No. w17197
Number of pages: 47 Posted: 11 Jul 2011
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 8 (521,516)
Citation 2

Abstract:

5.
Downloads 369 ( 63,751)
Citation 21

Confidence Intervals for Probabilities of Default

Number of pages: 44 Posted: 05 Aug 2005
Samuel Gregory Hanson and Til Schuermann
Harvard Business School and Oliver Wyman
Downloads 369 (63,572)
Citation 21

Abstract:

Risk management, credit risk, bootstrap

Confidence Intervals for Probabilities of Default

Journal of Banking & Finance, Forthcoming
Posted: 10 Feb 2006
Samuel Gregory Hanson and Til Schuermann
Harvard Business School and Oliver Wyman

Abstract:

Risk management, credit risk, bootstrap

6.

A Comparative-Advantage Approach to Government Debt Maturity

Harvard Business School Finance Working Paper No. 1680604
Number of pages: 53 Posted: 22 Sep 2010 Last Revised: 04 Jan 2011
Robin M. Greenwood, Samuel Gregory Hanson and Jeremy C. Stein
Harvard Business School - Finance Unit, Harvard Business School and Harvard University - Department of Economics
Downloads 292 (75,969)
Citation 6

Abstract:

Government Debt Maturity, Corporate Debt Maturity, Fire sales, Money creation

7.

Scope for Credit Risk Diversification

IEPR Working Paper No. 05.18
Number of pages: 63 Posted: 14 Mar 2005
M. Hashem Pesaran, Samuel Gregory Hanson and Til Schuermann
USC Dornsife Institute for New Economic Thinking, Harvard Business School and Oliver Wyman
Downloads 288 (81,248)

Abstract:

Risk management, correlated defaults, credit loss distributions, heterogeneity, diversification

8.

Firm Heterogeneity and Credit Risk Diversification

CESifo Working Paper Series No. 1531
Number of pages: 52 Posted: 05 Aug 2005
M. Hashem Pesaran, Samuel Gregory Hanson and Til Schuermann
USC Dornsife Institute for New Economic Thinking, Harvard Business School and Oliver Wyman
Downloads 209 (114,011)
Citation 13

Abstract:

Risk management, correlated defaults, factor models, portfolio choice

9.

Do Hedge Funds Profit from Mutual-Fund Distress?

NBER Working Paper No. w13786
Number of pages: 49 Posted: 08 Feb 2008
Joseph Chen, Samuel Gregory Hanson, Harrison G. Hong and Jeremy C. Stein
University of California, Davis - Graduate School of Management, Harvard Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics
Downloads 140 (169,847)
Citation 25

Abstract:

The Rise and Fall of Demand for Securitizations

Fisher College of Business Working Paper No. 2014-03-16, Charles A. Dice Center Working Paper No. 2014-16
Number of pages: 50 Posted: 19 Dec 2014
Sergey Chernenko, Samuel Gregory Hanson and Adi Sunderam
Ohio State University (OSU) - Department of Finance, Harvard Business School and Harvard Business School
Downloads 102 (216,922)

Abstract:

securitization, mutual funds, insurance companies, financial crises, fire sales, risk taking, reinforcement learning

The Rise and Fall of Demand for Securitizations

NBER Working Paper No. w20777
Number of pages: 50 Posted: 22 Dec 2014
Sergey Chernenko, Samuel Gregory Hanson and Aditya Sunderam
Ohio State University (OSU) - Department of Finance, Harvard Business School and Harvard University
Downloads 11 (505,264)

Abstract:

11.

A Gap-Filling Theory of Corporate Debt Maturity Choice

NBER Working Paper No. w14087
Number of pages: 51 Posted: 22 Jun 2008
Robin M. Greenwood, Samuel Gregory Hanson and Jeremy C. Stein
Harvard Business School - Finance Unit, Harvard Business School and Harvard University - Department of Economics
Downloads 67 (272,772)
Citation 32

Abstract:

Banks as Patient Fixed Income Investors

FEDS Working Paper No. 2014-15
Number of pages: 49 Posted: 01 Mar 2014
Samuel Gregory Hanson, Andrei Shleifer, Jeremy C. Stein and Robert W. Vishny
Harvard Business School, Harvard University - Department of Economics, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 53 (318,813)

Abstract:

Banks, shadow banks, money creation

Banks as Patient Fixed-Income Investors

NBER Working Paper No. w20288
Number of pages: 48 Posted: 24 Jul 2014
Samuel Gregory Hanson, Andrei Shleifer, Jeremy C. Stein and Robert W. Vishny
Harvard Business School, Harvard University - Department of Economics, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 13 (493,810)

Abstract:

13.

Monetary Policy and Long-Term Real Rates

FEDS Working Paper No. 2012-46
Number of pages: 45 Posted: 20 Dec 2012
Samuel Gregory Hanson and Jeremy C. Stein
Harvard Business School and Harvard University - Department of Economics
Downloads 48 (311,293)
Citation 2

Abstract:

monetary policy, real interest rates, term premia

14.

Waves in Ship Prices and Investment

NBER Working Paper No. w19246
Number of pages: 59 Posted: 27 Jul 2013
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Downloads 23 (382,254)
Citation 1

Abstract:

15.

Interest Rate Conundrums in the Twenty-First Century

FRB of NY Staff Report No. 810
Number of pages: 53 Posted: 31 Mar 2017
Samuel Gregory Hanson, David O. Lucca and Jonathan H. Wright
Harvard Business School, Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 0 (378,358)

Abstract:

interest rates, conundrum, monetary policy transmission

16.

Fiscal Risk and the Portfolio of Government Programs

NBER Working Paper No. w22763
Number of pages: 40 Posted: 24 Oct 2016
Samuel Gregory Hanson, David S. Scharfstein and Aditya Sunderam
Harvard Business School, Harvard Business School - Finance Unit and Harvard University
Downloads 0 (508,438)

Abstract:

17.

An Evaluation of Money Market Fund Reform Proposals

IMF Economic Review, Vol. 63, Issue 4, pp. 984-1023, 2015
Number of pages: 40 Posted: 28 Jan 2016
Samuel Gregory Hanson, David S. Scharfstein and Adi Sunderam
Harvard Business School, Harvard Business School - Finance Unit and Harvard Business School
Downloads 0 (536,590)

Abstract:

18.

Forward Guidance in the Yield Curve: Short Rates Versus Bond Supply

NBER Working Paper No. w21750
Number of pages: 49 Posted: 21 Dec 2015
Robin M. Greenwood, Samuel Gregory Hanson and Dimitri Vayanos
Harvard Business School - Finance Unit, Harvard Business School and London School of Economics
Downloads 0 (484,726)

Abstract: