Michael Gofman

Simon School of Business

Assistant Professor of Finance

Rochester, NY 14627

United States

http://gofman.info

SCHOLARLY PAPERS

7

DOWNLOADS

1,711

SSRN CITATIONS

31

CROSSREF CITATIONS

59

Scholarly Papers (7)

1.

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

Review of Financial Studies (Forthcoming)
Number of pages: 90 Posted: 06 Jun 2017 Last Revised: 02 Feb 2020
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 542 (56,518)
Citation 6

Abstract:

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

2.

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 371 (89,314)
Citation 64

Abstract:

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

3.

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 370 (89,597)
Citation 1

Abstract:

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Bayesian portfolio choice, learning from prices, Black-Litterman

4.

Profitability, Trade Credit and Institutional Structure of Production

Number of pages: 51 Posted: 12 Dec 2013
Michael Gofman
Simon School of Business
Downloads 141 (228,742)
Citation 8

Abstract:

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

5.

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 134 (238,300)
Citation 28

Abstract:

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

6.

Artificial Intelligence, Human Capital, and Innovation

Number of pages: 63 Posted: 17 Sep 2019 Last Revised: 30 Jan 2020
Michael Gofman and Zhao Jin
Simon School of Business and University of Rochester - Simon Business School
Downloads 104 (286,722)
Citation 1

Abstract:

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Artificial intelligence, entrepreneurial finance, human capital, innovation, education, deep learning

7.

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 49 (433,490)
Citation 2

Abstract:

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