NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Robert Goldstein

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

October 2012Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
with Frederico Belo, Pierre Collin-Dufresne: w18450
February 2010Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
with Pierre Collin-Dufresne, Jean Helwege: w15733
On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches
with Pierre Collin-Dufresne, Fan Yang: w15734

Published: On the Relative Pricing of long Maturity Options an d Collateralized Debt Obligations," Pierre Collin- Dufresne, Robert S. Goldstein and Fan Yang, The Journal of Finance, Vol.67 No.6, 2012.

December 2005Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options
with Luca Benzoni, Pierre Collin-Dufresne: w11861
April 2005Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income
with Luca Benzoni, Pierre Collin-Dufresne: w11247

Published: Benzoni, Luca, Pierre Collin-Dufresne and Robert S. Goldstein. "Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated." The Journal of Finance 62,5 (2007): 2123-2167.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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