Michael Gofman

Simon School of Business

Assistant Professor of Finance

Rochester, NY 14627

United States

http://gofman.info

SCHOLARLY PAPERS

6

DOWNLOADS

1,390

CITATIONS

7

Scholarly Papers (6)

1.

Production Networks and Stock Returns: The Role of Vertical Creative Destruction

Number of pages: 86 Posted: 06 Jun 2017 Last Revised: 05 Aug 2018
Michael Gofman, Gill Segal and Youchang Wu
Simon School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Oregon - Lundquist College of Business
Downloads 404 (70,245)

Abstract:

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production networks, stock returns, creative destruction, monopolistic competition, technological innovations

2.

An Empirical Evaluation of the Black-Litterman Approach to Portfolio Choice

Number of pages: 37 Posted: 12 Mar 2011 Last Revised: 26 Oct 2012
Michael Gofman and Asaf Manela
Simon School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 348 (83,544)

Abstract:

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Bayesian portfolio choice, learning from prices, Black-Litterman

3.

A Network-Based Analysis of Over-the-Counter Markets

AFA 2012 Chicago Meetings Paper
Number of pages: 71 Posted: 23 Sep 2010 Last Revised: 16 Aug 2011
Michael Gofman
Simon School of Business
Downloads 346 (84,130)
Citation 7

Abstract:

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Over-the-Counter Markets, Bargaining Friction, Financial Intermediaries, Moral Hazard, Financial Architecture

4.

Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 80 Posted: 30 Dec 2012 Last Revised: 17 Aug 2016
Michael Gofman
Simon School of Business
Downloads 127 (218,484)

Abstract:

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financial regulation, financial architecture, trading networks, trading efficiency, contagion risk, Federal funds market, simulated method of moments

5.

Profitability, Trade Credit and Institutional Structure of Production

Number of pages: 51 Posted: 12 Dec 2013
Michael Gofman
Simon School of Business
Downloads 120 (227,999)

Abstract:

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trade credit, institutional structure of production, production networks, moral hazard, product quality

6.

Comments On ‘The Minneapolis Plan to End Too Big to Fail’

Number of pages: 9 Posted: 01 Feb 2017
Michael Gofman
Simon School of Business
Downloads 45 (396,766)

Abstract:

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