Work

The Global Financial System: A Functional Perspective

The Informational Role of Asset Prices: The Case of Implied Volatility

Mark-to-Market Accounting for Banks and Thrifts: Lessons from the Danish Experience

Financial Infrastructure and Public Policy: A Functional Perspective

A Conceptual Framework for Analyzing the Financial Environment

Influence of Mathematical Models in Finance on Practice: Past, Present and Future

A Functional Perspective of Financial Intermediation

Financial Innovation and the Management and Regulation of Financial Institutions

Management of Risk Capital in Financial Firms

Theory of Risk Capital in Financial Firms

Deposit Insurance Reform: A Functional Approach

Optimal Investment Strategies for University Endowment Funds

Operation and Regulation in Financial Intermediation: A Functional Perspective

Continuous-Time Finance

On the Management of Deposit Insurance and Other Guarantees

Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model

On the Management of Financial Guarantees

Financial Innovation and Economic Performance

Continuous-Time Stochastic Models

Capital Market Theory and the Pricing of Financial Securities