David Feldman

• '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

Working papers

• 'The CAPM Relation for Inefficient Portfolios', with G. Diacogiannis
• 'Pricing under Noisy Signaling', with R. Winer

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