By Professor David Feldman

Preprints

Feldman D; Xu J, 2022, Endogenous Dynamic Concentration of Theactive Fund Management Industry, http://dx.doi.org/10.2139/ssrn.4000367

Feldman D; Xu J, 2021, Endogenous Dynamic Concentration of the Active Fund Management Industry, Heterogeneous Manager Abilities, and Stock Market Volatility, http://dx.doi.org/10.2139/ssrn.3948277

Feldman D; Xu J, 2020, Fund Flows, Performance, and Exit Under Dynamic Unobservable Managing Ability, http://dx.doi.org/10.2139/ssrn.3719953

Colwell DB; Feldman D; Hu W, 2019, Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation, http://dx.doi.org/10.2139/ssrn.3329078

Feldman D; Gross S; Long Y, 2019, Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments, http://dx.doi.org/10.2139/ssrn.3496520

Feldman D; Xu J, 2019, One Global Village? Competition in the International Active Fund Management Industry, http://dx.doi.org/10.2139/ssrn.3330131

Feldman D; Leisen DPJ, 2018, Minimal Dynamic Equilibria, http://dx.doi.org/10.2139/ssrn.3146670

Feldman D; Kang CM; Li J; Saxena K, 2016, Politically Motivated Corporate Decisions As Tournament Participation/Inclusion Games, http://dx.doi.org/10.2139/ssrn.2738946

Colwell DB; Feldman D; Hu W, 2014, Non-Transferable Non-Hedgeable Executive Stock Option Pricing, http://dx.doi.org/10.2139/ssrn.2446385

Feldman D; Trzcinka C; Winer RS, 2014, Pricing Under Noisy Signaling, http://dx.doi.org/10.2139/ssrn.2408905

Colwell DB; Feldman D; Hu W, 2013, Non-Transferable Non-Hedgeable Executive Stock Option Pricing, http://dx.doi.org/10.2139/ssrn.2325601

Feldman D; Xu X, 2013, Is the Market Portfolio Efficient?, http://dx.doi.org/10.2139/ssrn.2316144

Feldman D; Diacogiannis G, 2012, Linear Beta Pricing with Inefficient Benchmarks, http://dx.doi.org/10.2139/ssrn.2022729

Hu W; Colwell DB; Feldman D, 2011, Executive Stock Options Pricing with Free Wealth Weights and Continuous Partial Exercise: An Analytic Constrained Portfolio Optimization/Stochastic Discount Factor Approach, http://dx.doi.org/10.2139/ssrn.1915797

Diacogiannis G; Feldman D, 2010, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.1569191

Diacogiannis G; Feldman D, 2009, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.1340936

Henker T; Kohn R; Xia Y; Feldman D, 2008, Transaction Size and Effective Spread: An Informational Relationship, http://dx.doi.org/10.2139/ssrn.1249440

Diacogiannis G; Feldman D, 2007, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.1107153

Diacogiannis G; Feldman D, 2006, Linear Beta Pricing with Inefficient Benchmarks, http://dx.doi.org/10.2139/ssrn.893702

Diacogiannis G; Feldman D, 2006, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.890150

Feldman D; Gross S, 2005, Mortgage Default: Classification Trees Analysis, http://dx.doi.org/10.2139/ssrn.659881

Feldman D; Winer RS, 2004, Separating Signaling Equilibria Under Random Relations between Costs and Attributes: Continuum of Attributes, http://dx.doi.org/10.2139/ssrn.487262

Feldman D, 2004, Separating Signaling Equilibria Under Random Relations between Costs and Attributes: Discrete Attributes, http://dx.doi.org/10.2139/ssrn.486563

Feldman D, 2002, Production and the Real Rate of Interest: A Sample Path Equilibrium, http://dx.doi.org/10.2139/ssrn.291022

Ben-Shahar D; Feldman D, 2002, Signaling-Screening Equilibrium in the Mortgage Market, http://dx.doi.org/10.2139/ssrn.295423

Feldman D, 2002, The Term Structure of Interest Rates: Bounded or Falling, http://dx.doi.org/10.2139/ssrn.329261

Bar-Niv M; Feldman D, 2001, Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard, http://dx.doi.org/10.2139/ssrn.291339

Feldman D; Reisman H, 2001, Simple Construction of the Efficient Frontier, http://dx.doi.org/10.2139/ssrn.291654

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