Working Papers

• Modeling Credit Contagion via the Updating of Fragile Beliefs
  Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein, Jean Helwege | 2012 | No. 2012-04 | October
  Download
  
  
• Can Standard Preferences Explain the Prices of Out-of-the-Money S&P 500 Put Options?
  Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2011 | No. 2011-11 | November
  Download
  
  
• Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
  Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2010 | No. 2010-10 | January
  Download
  
  
• Portfolio Choice over the Life-Cycle When the Stock and Labor Markets Are Cointegrated
  Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2007 | No. 2007-11 | November
  Download