David Feldman

Professor

Research Interests:

  • Investments
  • Asset pricing
  • Incomplete information
  • Statistical estimation-filtering
  • Derivatives
  • Information economics
  • Real estate finance/economics
  • Law and finance/economics
Journal articles
add
Feldman D; Kang C-M; Li J; Saxena K, 2021, 'Politically Motivated Corporate Decisions as Tournament Participation/Inclusion Games', Journal of Corporate Finance, http://dx.doi.org/10.1016/j.jcorpfin.2021.101883
2021
Feldman D; Saxena K; Xu J, 2020, 'Is the Active Fund Management Industry Concentrated Enough?', Journal of Financial Economics, vol. 136, pp. 23 - 43, http://dx.doi.org/10.1016/j.jfineco.2019.08.009
2020
Feldman D; Gross S; Long Y, 2020, 'Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments', Quarterly Journal of Finance, vol. 10, http://dx.doi.org/10.1142/S2010139220500068
2020
Da Dalt C; Feldman D; Garvey G; Westerholm J, 2019, 'Contrarians or Momentum Chasers? Individual Investors’ Behavior when Trading exchange-traded funds', The Journal of Futures Markets, vol. 39, pp. 553 - 578, http://dx.doi.org/10.1002/fut.21979
2019
Feldman D; Xin X, 2018, 'Equilibrium-Based Volatility Models of the Market Portfolio Rate of Return (Peacock Tails or Stotting Gazelles)', Annals of Operations Research, vol. 262, pp. 493 - 518, http://dx.doi.org/10.1007/s10479-015-1972-8
2018
Feldman D; Trzcinka C; Winer RS, 2015, 'Pricing Under Noisy Signaling', Review of Quantitative Finance and Accounting, vol. 45, pp. 435 - 454, http://dx.doi.org/10.1007/s11156-014-0442-8
2015
Colwell DB; Feldman D; Hu W, 2015, 'Non-Transferable non-hedgeable executive stock option pricing', Journal of Economic Dynamics and Control, vol. 53, pp. 161 - 191, http://dx.doi.org/10.1016/j.jedc.2015.02.002
2015
Diacogiannis G; Feldman D, 2013, 'Linear Beta Pricing with Inefficient Benchmarks', Quarterly Journal of Finance, vol. 3, http://dx.doi.org/10.1142/S2010139213500043
2013
Feldman D, 2007, 'Incomplete Information Equilibria: Separation Theorems and Other Myths', Annals of Operations Research, vol. 151, pp. 119 - 149, http://dx.doi.org/10.1007/s10479-006-0119-3
2007
Feldman D; Gross S, 2005, 'Mortgage Default: Classification Trees Analysis', Journal of Real Estate Finance and Economics, vol. 30, pp. 369 - 396, http://dx.doi.org/10.1007/s11146-005-7013-7
2005
Feldman D, 2004, 'Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Discrete Attributes', Mathematical Social Sciences, vol. 48, pp. 93 - 101, http://dx.doi.org/10.1016/j.mathsocsci.2003.12.002
2004
Feldman D; Winer RS, 2004, 'Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Continuum of Attributes', Mathematical Social Sciences, vol. 48, pp. 81 - 91, http://dx.doi.org/10.1016/j.mathsocsci.2003.12.004
2004
Bar Niv M; Feldman D, 2004, 'Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard', Review of Quantitative Finance and Accounting, vol. 22, pp. 219 - 232, http://dx.doi.org/10.1023/B:REQU.0000025761.14094.70
2004
Feldman D, 2003, 'The Term Structure of Interest Rates: Bounded or Falling?', Review of Finance, vol. 7, pp. 103 - 113, http://dx.doi.org/10.1023/A:1022510926704
2003
Feldman D; Reisman H, 2003, 'Simple Construction of the Efficient Frontier', European Financial Management, vol. 9, pp. 251 - 259, http://dx.doi.org/10.1111/1468-036X.00218
2003
Ben-Shahar D; Feldman D, 2003, 'Signaling-Screening Equilibrium in the Mortgage Market', Journal of Real Estate Finance and Economics, vol. 26, pp. 157 - 178, http://dx.doi.org/10.1023/A:1022926724657
2003
Ben-Shahar D; Feldman D; Greenberg D, 2002, 'The Value of the Rent Control Option', Journal of Real Estate Finance and Economics, vol. 24, pp. 89 - 101, http://dx.doi.org/10.1023/A:1013982321571
2002
Feldman D, 2002, 'Production and the Real Rate of Interest: A Sample Path Equilibrium', Review of Finance, vol. 6, pp. 247 - 275, http://dx.doi.org/10.1023/A:1020187803012
2002
Feldman D, 2001, 'Production and the Real Rate of Interest: A Sample Path Equilibrium', Review of Finance, vol. 5, pp. 239 - 267, http://dx.doi.org/10.1023/A:1013817632247
2001
Feldman D, 1993, 'European Options on Bond Futures - A Closed Form Solution', Journal of Futures Markets, vol. 13, pp. 325 - 333, http://dx.doi.org/10.1002/fut.3990130308
1993
Feldman D, 1992, 'Logarithmic Preferences, Myopic Decisions, and Incomplete Information', Journal of Financial and Quantitative Analysis, vol. 27, pp. 619 - 629, http://dx.doi.org/10.2307/2331144
1992
Feldman D, 1989, 'The Term Structure of Interest-Rates in a Partially Observable Economy', The Journal of Finance, vol. 44, pp. 789 - 812, http://dx.doi.org/10.2307/2328783
1989
Feldman D, 1986, 'Optimal Portfolio Choice Under Incomplete Information - Discussion', The Journal of Finance, vol. 41, pp. 746 - 749, http://dx.doi.org/10.1111/j.1540-6261.1986.tb04539.x
1986
Dothan MU; Feldman D, 1986, 'Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy', The Journal of Finance, vol. 41, pp. 369 - 382, http://dx.doi.org/10.1111/j.1540-6261.1986.tb05042.x
1986
Book Chapters
add
Ben-Shahar D; Feldman D; Greenberg D, 2002, 'The Value of the Rent Control Option', in New Directions in Real Estate Finance and Investment, Springer US, pp. 89 - 101, http://dx.doi.org/10.1007/978-1-4757-5988-4_5
2002

Investments; Asset pricing; Incomplete information; Statistical estimation-filtering; Derivatives; Information economics; Real estate finance/economics; Law and finance/economics

  • FINS4776 Asset Pricing Theory
  • FINS5576 Asset Pricing Theory
  • MFIN6214 Financial Theory and Policy