Researcher interests: Strategic behavior in corporate finance. Contingent claims pricing theory. Equilibrium asset pricing. Game theory.
FACULTY / SCHOOL: School of Business Administration
Selected Publications
ecologies of preferences with envy as an antidote to risk aversion in bargaining (2000)|
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general restrictions on prices of financial derivatives written on underlying diffusions (1998)|
Social Science Research Network|
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general properties of option prices (1996)|
Journal of Finance|
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equilibrium asset price ranges (1996)|
International Review of Financial Analysis|
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option pricing with differential interest rates (1995)|
Review of Financial Studies|
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rational deviations from absolute priority rules (1995)|
International Review of Financial Analysis|
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opportunistic underinvestment in debt renegotiation and capital structure (1991)|
Journal of Financial Economics|
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time preference and capital asset pricing models (1985)|
Journal of Financial Economics|
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