Mark D. Schroder

Michigan State University - The Eli Broad Graduate School of Management

323 Eppley Center

East Lansing, MI 48824-1121

United States

  • Michigan State University - The Eli Broad Graduate School of Management

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    • Tel: 517-432-0622
    • Fax: 517-432-1080
SCHOLARLY PAPERS

15

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Top 14,547

in Total Papers Citations

86

CROSSREF CITATIONS

19

Scholarly Papers (15)

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1.

Short-Sale Constraints, Information Acquisition, and Asset Prices

Number of pages: 49 Posted: 28 Apr 2013 Last Revised: 15 Sep 2017
Pedram Nezafat, Mark D. Schroder and Qinghai Wang
University of Michigan at Ann Arbor - Finance, Michigan State University - The Eli Broad Graduate School of Management and University of Central Florida - College of Business Administration
Downloads 459 (121,603)
Citation 9

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Return volatility, Short-selling bans, Financial crises, Information production, Asset prices

2.

Optimal Consumption and Portfolio Selection with Stochastic Differential Utility

KGSM, Department of Finance Working Paper No. 226
Number of pages: 62 Posted: 19 Feb 1999
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 420 (134,846)
Citation 38

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3.

Monotonicity of the Stochastic Discount Factor and Expected Option Returns

Number of pages: 76 Posted: 19 Feb 2009 Last Revised: 11 Feb 2015
Ranadeb Chaudhuri and Mark D. Schroder
Oakland University and Michigan State University - The Eli Broad Graduate School of Management
Downloads 379 (151,556)
Citation 13

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SDF, Risk Premium, Derivatives, Expected Returns

4.

Illiquidity and the Value of Private Information

Number of pages: 57 Posted: 17 Jan 2016 Last Revised: 15 Feb 2020
Pedram Nezafat and Mark D. Schroder
University of Michigan at Ann Arbor - Finance and Michigan State University - The Eli Broad Graduate School of Management
Downloads 344 (168,570)
Citation 1

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\Imperfect competition, information production, excess volatility, information complementarity, adverse selection, exchange traded funds (ETFs)

5.

Private Information, Securities Lending, and Asset Prices

31st Australasian Finance and Banking Conference 2018
Number of pages: 73 Posted: 30 Jul 2018 Last Revised: 14 Oct 2020
Pedram Nezafat and Mark D. Schroder
University of Michigan at Ann Arbor - Finance and Michigan State University - The Eli Broad Graduate School of Management
Downloads 241 (243,181)

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Short Selling, Asset Prices, Equity Lending Fees, Information Asymmetry

6.

Optimal Lifetime Consumption-Portfolio Strategies Under Trading Constraints and Generalized Recursive Preferences

Stochastic Processes and their Applications, Vol. 108, pp. 155-202, December 2003
Number of pages: 51 Posted: 21 Nov 2002
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 232 (252,205)
Citation 17

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Portfolio Choice, Recursive Utility, Optimal Consumption, Incomplete Markets, Short Sale Constraints

7.

A Simple Proof of Functional Itô's Lemma for Semimartingales with an Application

Number of pages: 14 Posted: 19 May 2013
Shlomo Levental, Mark D. Schroder and Sumit Sinha
Michigan State University, Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Downloads 203 (285,884)

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functional Ito

8.

An Isomorphism between Asset Pricing Models with and Without Linear Habit Formation

Northwestern University Finance Working Paper No. 247
Number of pages: 32 Posted: 14 Mar 2000
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 187 (307,933)
Citation 7

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9.

Optimal Debt Contracts and Product Market Competition with Exit and Entry

Number of pages: 43 Posted: 25 Mar 2008
Naveen Khanna and Mark D. Schroder
Michigan State University and Michigan State University - The Eli Broad Graduate School of Management
Downloads 170 (335,263)
Citation 4

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10.

Lifetime Consumption-Portfolio Choice Under Trading Constraints, Recursive Preferences and Nontradeable Income

Kellogg School of Management, Finance Working Paper No. 324
Number of pages: 40 Posted: 14 May 2003
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 165 (343,994)
Citation 8

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11.

The Effects of Competition and Monitoring on R&D Investment: A Dynamic Approach

Number of pages: 39 Posted: 31 Jul 2017
Mohammad Rezaei and Mark D. Schroder
University of California, Berkeley - Real Estate Group, Students and Michigan State University - The Eli Broad Graduate School of Management
Downloads 158 (356,808)

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real options; Brownian motion; Nash equilibrium; open loop; closed loop

12.

Linked Recursive Preferences and Optimality

Mathematical Finance, Forthcoming
Number of pages: 36 Posted: 16 May 2013
Shlomo Levental, Mark D. Schroder and Sumit Sinha
Michigan State University, Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Downloads 96 (519,608)

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recursive preferences, BSDE, portfolio selection, Jones, behavioral contract theory

13.

On the Negative Value of Private Information

Number of pages: 38 Posted: 01 Jan 2022
Pedram Nezafat and Mark D. Schroder
University of Michigan at Ann Arbor - Finance and Michigan State University - The Eli Broad Graduate School of Management
Downloads 80 (581,595)

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Imperfect competition, information acquisition, adverse selection

14.

Cityscape: Regulatory Reform and Affordable Housing

Cityscape: Regulatory Reform and Affordable Housing 2021
Number of pages: 356 Posted: 31 Aug 2021
Mark D. Schroder and Michelle Matuga
Michigan State University - The Eli Broad Graduate School of Management and U.S. Department of Housing and Urban Development
Downloads 59 (682,771)

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hud, cityscape, affordable housing, regulatory reform

15.

Changes of Numeraire for Pricing Futures, Forwards and Options

Posted: 25 Oct 1999
Mark D. Schroder
Michigan State University - The Eli Broad Graduate School of Management

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