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Professor David Feldman

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
ºÚÁÏÍø´óÊÂ¼Ç 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,
  • 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,
    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,
    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,
    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,
    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,
    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,
    Journal articles | 2015
    Feldman D; Trzcinka C; Winer RS, 2015, 'Pricing Under Noisy Signaling', Review of Quantitative Finance and Accounting, 45, pp. 435 - 454,
    Journal articles | 2013
    Diacogiannis G; Feldman D, 2013, 'Linear Beta Pricing with Inefficient Benchmarks', Quarterly Journal of Finance, 3,
    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,
    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,
    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,
    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,
    Journal articles | 2003
    Feldman D; Reisman H, 2003, 'Simple Construction of the Efficient Frontier', European Financial Management, 9, pp. 251 - 259,
    Journal articles | 2003
    Feldman D, 2003, 'The Term Structure of Interest Rates: Bounded or Falling?', Review of Finance, 7, pp. 103 - 113,
    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,
    Journal articles | 2002
    Feldman D, 2002, 'Production and the Real Rate of Interest: A Sample Path Equilibrium', Review of Finance, 6, pp. 247 - 275,
    Journal articles | 2001
    Feldman D, 2001, 'Production and the Real Rate of Interest: A Sample Path Equilibrium', Review of Finance, 5, pp. 239 - 267,
    Journal articles |