Australian School of Business > Schools

David Feldman

David Feldman - Australian School of Business 

PhD, Northwestern University
MS, Northwestern University
MBA, Tel-Aviv University
BSc Electronic Engineering, Tel-Aviv University

Professor of Finance

Phone:

+61-2-9385-5748 

Fax:

+61-2-9385-6347 

Room:

335 

Address:

Australian School of Business building

Publications

  • ‘Pricing under Noisy Signaling’ with C. Trzcinka and R. Winer, Review of Quantitative Finance and Accounting, (DOI) 10.1007/s11156-014-0442-8, 2014
  • ‘Linear Beta Pricing with Inefficient Benchmarks’  with G. Diacogiannis, Quarterly Journal of Finance, 3, 1350004-1–1350004-35, 2013
  • 'Incomplete Information Equilibrium: Separation Theorems and other Myths', Annals of Operations Research, Special Issue on 'Financial Modeling', 151, 119-149, 2007
  • 'Mortgage Default: Classification Trees Analysis', with S. Gross, Journal of Real Estate Finance and Economics, 30, 369-396, 2005
  • 'Separating Signaling Equilibria under Random Relations between Costs and Attributes: Discrete Attributes', Mathematical Social Sciences, 48, 93-101, 2004
  • 'Separating Signaling Equilibria under Random Relations between Costs and Attributes: Continuum of Attributes', with R. Winer, Mathematical Social Sciences, 48, 81-91, 2004
  • 'Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard', with M. Bar Niv (Burnovski), Review of Quantitative Finance and Accounting, 22, 219-232, 2004
  • 'The Term Structure of Interest Rates: Bounded or Falling?' Review of Finance (formerly, European Finance Review), 7, 103-113, 2003
  • 'Simple Construction of the Efficient Frontier', with H. Reisman, European Financial Management, 9, 119-127, 2003
  • 'Signaling-Screening Equilibrium in the Mortgage Market', with D. Ben-Shahar, Journal of Real Estate Finance and Economics, 26, 157-178, 2003
  • 'Production and the Real Rate of Interest: A Sample Path Equilibrium', Review of Finance (formerly, European Finance Review), 6, 247-275, 2002
    This article was previously published, due to a mistake without authors’ corrections, in Review of Finance, 5, 239-267, 2001
  • 'The Value of the Rent Control Option', with D. Ben-Shahar and D. Greenberg, Journal of Real Estate Finance and Economics, 24, 89-101, 2002. Reprinted in New Directions in Real Estate Finance and Investment, Eichholtz, P. and K. Patel, editors, Kluwer Academic Publishers, Boston, 2002
  • 'European Options on Bond Futures: A Closed Form Solution', The Journal of Futures Markets, 13, 325–333, 1993
  • 'Logarithmic Preferences, Myopic Decisions, and Incomplete Information', Journal of Financial and Quantitative Analysis, 27, 619–629, 1992
  • 'The Term Structure of Interest Rates in a Partially Observable Economy', The Journal of Finance, 44, 789–812, 1989
  • 'Optimal Portfolio Choice Under Incomplete Information: Discussion', The Journal of Finance, 41, 747–749, 1986
  • 'Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy', with M. Dothan, The Journal of Finance, 41, 369–382, 1986

Research interests

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

Research grants

 Courses taught

  • FINS4776 Advanced Topics in Asset Pricing
  • FINS5576 Advanced Topics in Asset Pricing
  • MFIN6214 Financial Theory and Policy
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