Projects
Projects Supported by OpenLink Fund, 2009
- Xin Guo, "Economic default and the recovery rate process: new perspectives of credit risk"
- Jo-Ellen Pozner and Mary Kate Stimmler, "Better Risk Metrics Through Human Factors: Understanding Risk-Taking Behavior Under Complexity"
- Adam Szeidl and Reza Shabani, "House Prices and Foreclosures"
Projects Supported by Fung Center Endowment, 2009
- J. Bradford DeLong and Konstantin Magin, "The Pricing of "Troubled" Assets"
Projects Supported by OpenLink Fund, 2008
- Laurent El Ghaoui, "Perception Risk: Tools for Covariance Estimation Using News Data"
- Laurent El Ghaoui, Andrew Lim and J. George Shanthikumar, "Fragility of Risk Measures and other Computed Metrics"
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Xin Guo and Philip Kaminksy, "Integrated Approaches for Managing Risk in Energy Markets"
- Shachar Kariv, "Recovering Risk Preferences"
- Marko Tervio, "Real Options under Post-Entry Liquidity Constraints"
Project Supported by OpenLink Fund and Fung Center Endowment, 2008
- Stefano Della Vigna, "Investor Foresight Across Countries: Evidence from Demographics"
- Ulrike Malmendier, "The Impact of Stock-Market Shocks. Inflation Shocks and Natural Disasters on Individual Risk Attitudes and Financial Risk-Taking Decisions"
Project Supported by Fung Center Endowment, 2008
- Pierre-Olivier Gourinchas and Maurice Obstfeld, "The Role of Optimal Risk Management in the Global Adjustment Process"
Projects Supported by OpenLink Fund, 2007
- Severin Borenstein, "Security of Supply Concerns and Forward Price Premia in Natural Gas Markets"
- Severin Borenstein, "The Timing of Irreversible Investment: Evidence from the Texas Oilpatch"
- Roger Craine, "Yield Curve Conundrum"
- Barry Eichengreen, "Crisis Risk in Emerging Markets"
- Alex Farrell , "Public and Private Risk Management in a Carbon-Constrained Energy Sector"
- Xin Guo, "New Mathematical Methodology for Stochastic Control Problems and Its Application to Risk Management"
- Ulrike Malmendier, "Winning by Losing--Evidence on Overbidding in Mergers"
- Shmuel Oren, "Managing Correlated Price and Volume Risk in Electricity Markets Using Weather Derivatives"