サンフォード・グロスマン (Sanford J. Grossman)
His research has concentrated on the analysis of information in securities markets, corporate structure, property rights, and optimal dynamic risk management.
現在、ヘッジファンド Quantitative Financial Strategies, Inc. を経営。
サンフォード・グロスマンの主要著作
- "On the Efficiency of Competitive Stock Markets where
Traders Have Diverse Information,", 1976, J of Finance
- "A Theory of Competitive Equilibrium in Stock Market
Economies", with O.D. Hart 1979, Econometrica
- "On the Impossibility of Informationally Efficient Markets" with J.E. Stiglitz, 1980, AER
- "Take-Over Bids, the Free Rider Problem and the Theory
of the Corporation", with O.D. Hart, 1980, Bell JE.
- "Disclosure Laws and Take-Over Bids" with O.D. Hart, 1980, J of Finance
- "Take-Over Bids, the Managerial Theory of the Firm and
the Free Rider Problem" with O.D. Hart, 1980, in Currie and
W. Peters, editors, Contemporary Economic Analysis
- "Implicit Contracts, Moral Hazard, and
Unemployment", with O.D. Hart, 1981, AER
- An Introduction to the Theory of Rational Expectations under Asymmetric
Information", 1981, JET
- "The Allocational Role of Takeover Bids in Situations of
Asymmetric Information", with O.D. Hart, 1981, J of
Finance
- "Corporate Financial Structure and Managerial
Incentives" with O.D. Hart, 1982, in McCall, editor, Economics
of Information and Uncertainty
- "An Analysis of the Principal-Agent Problem" with
O.D. Hart, 1983, Econometrica
- "Implicit Contracts Under Asymmetric Information"
with O.D. Hart, 1983, QJE
- "Unemployment with Observable Aggregate Shocks",
with O.D. Hart and E.S. Maskin, 1983, JPE
- "The Costs and Benefits of Ownership: A Theory of
Vertical and Lateral Integration" with O.D. Hart 1986, JPE
- "Economic Costs and Benefits of the Proposed One-Minute Time Bracketing Regulation"
with M.H. Miller, 1986, J of Futures Markets
- "One Share/One Vote and the Market for Corporate
Control"with O.D. Hart, 1988, J of Finance
- "Liquidity and Market Structure", with M.H. Miller,
1988, J of Finance
- "An Analysis of the Implications for Stock and Futures Price Volatility of Program
Trading and Dynamic Hedging
Strategies", 1988, J of Business
- The Informational Role of Prices, 1989.
- "The Informational Role of Upstairs and Downstairs Trading", 1992, J of
Business
- "Clustering and Competition in Asset Markets" with M.H. Miller, K. R. Cone, D. R. Fischel, and D. J.
Ross, 1997, JLawE
サンフォード・グロスマンに関するリソース
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