Back to

Professor David Feldman

Professor

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

E-mail

d.feldman@unsw.edu.au

Location

UNSW Business School - Ref E12 Level 3, Room 335

Book Chapters | 2002

Ben-Shahar D; Feldman D; Greenberg D, 2002, 'The Value of the Rent Control Option', in New Directions in Real Estate Finance and Investment, Springer US, pp. 89 - 101, http://dx.doi.org/10.1007/978-1-4757-5988-4_5
Journal articles | 2021

Feldman D; Kang C-M; Li J; Saxena K, 2021, 'Politically Motivated Corporate Decisions as Tournament Participation/Inclusion Games', Journal of Corporate Finance, 67, pp. 101883, http://dx.doi.org/10.1016/j.jcorpfin.2021.101883

Journal articles | 2020

Feldman D; Gross S; Long Y, 2020, 'Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments', Quarterly Journal of Finance, 10, pp. 2050006, http://dx.doi.org/10.1142/S2010139220500068

Journal articles | 2020

Feldman D; Saxena K; Xu J, 2020, 'Is the Active Fund Management Industry Concentrated Enough?', Journal of Financial Economics, 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, 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, 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, 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, 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, 3, http://dx.doi.org/10.1142/S2010139213500043

Journal articles | 2007

Feldman D, 2007, 'Incomplete Information Equilibria: Separation Theorems and Other Myths', Annals of Operations Research, 151, pp. 119 - 149

Journal articles | 2005

Feldman D; Gross S, 2005, 'Mortgage Default: Classification Trees Analysis', Journal of Real Estate Finance and Economics, 30, pp. 369 - 396

Journal articles | 2004

Bar Niv M; Feldman D, 2004, 'Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard', Review of Quantitative Finance and Accounting, 22, pp. 219 - 232, http://dx.doi.org/10.1023/B:REQU.0000025761.14094.70

Journal articles | 2004

Feldman D; Winer RS, 2004, 'Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Continuum of Attributes', Mathematical Social Sciences, 48, pp. 81 - 91, http://dx.doi.org/10.1016/j.mathsocsci.2003.12.004

Journal articles | 2004

Feldman D, 2004, 'Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Discrete Attributes', Mathematical Social Sciences, 48, pp. 93 - 101, http://dx.doi.org/10.1016/j.mathsocsci.2003.12.002

Journal articles | 2003

Ben-Shahar D; Feldman D, 2003, 'Signaling-Screening Equilibrium in the Mortgage Market', Journal of Real Estate Finance and Economics, 26, pp. 157 - 178, http://dx.doi.org/10.1023/A:1022926724657

Journal articles | 2003

Feldman D; Reisman H, 2003, 'Simple Construction of the Efficient Frontier', European Financial Management, 9, pp. 251 - 259, http://dx.doi.org/10.1111/1468-036X.00218

Journal articles | 2003

Feldman D, 2003, 'The Term Structure of Interest Rates: Bounded or Falling?', Review of Finance, 7, pp. 103 - 113, http://dx.doi.org/10.1023/A:1022510926704

Journal articles | 2002

Ben-Shahar D; Feldman D; Greenberg D, 2002, 'The Value of the Rent Control Option', Journal of Real Estate Finance and Economics, 24, pp. 89 - 101, http://dx.doi.org/10.1023/A:1013982321571

Journal articles | 2002

Feldman D, 2002, 'Production and the Real Rate of Interest: A Sample Path Equilibrium', Review of Finance, 6, pp. 247 - 275, http://dx.doi.org/10.1023/A:1020187803012

Journal articles | 2001

Feldman D, 2001, 'Production and the Real Rate of Interest: A Sample Path Equilibrium', Review of Finance, 5, pp. 239 - 267, http://dx.doi.org/10.1023/A:1013817632247

Journal articles | 1993

Feldman D, 1993, 'European Options on Bond Futures - A Closed Form Solution', Journal of Futures Markets, 13, pp. 325 - 333, http://dx.doi.org/10.1002/fut.3990130308

Journal articles | 1992

Feldman D, 1992, 'Logarithmic Preferences, Myopic Decisions, and Incomplete Information', Journal of Financial and Quantitative Analysis, 27, pp. 619 - 629, http://dx.doi.org/10.2307/2331144

Journal articles | 1989

Feldman D, 1989, 'The Term Structure of Interest Rates in a Partially Observable Economy', The Journal of Finance, 44, pp. 789 - 789, http://dx.doi.org/10.2307/2328783

Journal articles | 1989

Feldman D, 1989, 'The Term Structure of Interest-Rates in a Partially Observable Economy', The Journal of Finance, 44, pp. 789 - 812, http://dx.doi.org/10.2307/2328783

Journal articles | 1986

Dothan MU; Feldman D, 1986, 'Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy', The Journal of Finance, 41, pp. 369 - 369, http://dx.doi.org/10.2307/2328441

Journal articles | 1986

Dothan MU; Feldman D, 1986, 'Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy', The Journal of Finance, 41, pp. 369 - 382, http://dx.doi.org/10.1111/j.1540-6261.1986.tb05042.x

Journal articles | 1986

Feldman D, 1986, 'Optimal Portfolio Choice Under Incomplete Information - Discussion', The Journal of Finance, 41, pp. 746 - 749, http://dx.doi.org/10.1111/j.1540-6261.1986.tb04539.x
Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

Feldman D; Li J; Saxena K, Politically Motivated Corporate Decisions: Evidence from China, http://dx.doi.org/10.2139/ssrn.2738946

Preprints |

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

Preprints |

Feldman D; Saxena K; Xu J, The International Active Fund Management Industry: Concentration Cross Effects, , http://dx.doi.org/10.2139/ssrn.3330131

Preprints |

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

Preprints |

Feldman D; Winer R, Separating Signaling Equilibria under Random Relations Between Costs and Attributes: Continuum of Attributes, http://dx.doi.org/10.2139/ssrn.487262

Preprints |

Feldman D; Xu J, Endogenous Dynamic Concentration of the Active Fund Management Industry, , http://dx.doi.org/10.2139/ssrn.3948277

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

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

Preprints |

Hu W; Colwell DB; Feldman D, 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

My Teaching

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

Follow

Professor David Feldman