Professor David Feldman
Professor

Professor David Feldman

  • PhD, Northwestern University
  • MS, Northwestern University
  • MBA,Tel-Aviv University
  • BSc Electronic Engineering, Tel-Aviv University
Business School
School of Banking and Finance

Research Interests:

  • Investments
  • Asset pricing
  • Incomplete information
  • Statistical estimation-filtering
  • Derivatives
  • Information economics
  • Real estate finance/economics
  • Law and finance/economics
Phone
+61 2 9385 5748
Location
UNSW Business School - Ref E12 Level 3, Room 335
  • Journal articles | 2020
    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
    Journal articles | 2019
    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
    Journal articles | 2018
    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
    Journal articles | 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
    Journal articles | 2015
    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
    Journal articles | 2013
    Diacogiannis G; Feldman D, 2013, 'Linear Beta Pricing with Inefficient Benchmarks', Quarterly Journal of Finance, vol. 3, http://dx.doi.org/10.1142/S2010139213500043
    Journal articles | 2005
    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
    Journal articles | 2003
    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
    Journal articles | 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

My Teaching

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