サンフォード・グロスマン (Sanford J. Grossman)
研究はもっぱら、証券市場における情報、企業構造、財産権、最適な動的リスク管理に集中。
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
免責条項、© 2002-2004 Gonçalo L. Fonseca, Leanne Ussher, 山形浩生
