D.E. Shaw & Co.
39th Floor, Tower 45
120 West Forty-Fifth Street
New York, NY 10036
Tel: (217) 778-6064
Institutional Affiliation: D.E. Shaw and Co.
NBER Working Papers and Publications
|December 2005||Demand-Based Option Pricing|
with Nicolae Garleanu, Lasse Heje Pedersen: w11843
Published: Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009.
"Demand-Based Option Pricing,"
Review of Financial Studies,
Oxford University Press for Society for Financial Studies, vol. 22(10), pages 4259-4299, October.
citation courtesy of
|November 2004||The Information of Option Volume for Future Stock Prices|
with Jun Pan: w10925
Published: Pan, Jun and Allen M. Poteshman. "The Information In Option Volume For Future Stock Prices," Review of Financial Studies, 2006, v19(3,Fall), 871-908. citation courtesy of
|February 2004||Investor Behavior in the Option Market|
with Josef Lakonishok, Inmoo Lee: w10264
|November 2002||Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives|
with Nengjiu Ju, Robert Parrino, Michael S. Weisbach: w9327
Published: Ju, Nengjiu, Robert Parrino, and Allen Poteshman and Michael Steen Weisbach. “Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholders’ and Managers’ Perspectives." Journal of Financial and Quantitative Analysis 40 (June 2005): 259-281.
|January 2002||Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects|
with Robert Parrino, Michael S. Weisbach: w8763
Published: Robert Parrino & Allen M. Poteshman & Michael S. Weisbach, 2005. "Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects," Financial Management, Financial Management Association, vol. 34(1), Spring. citation courtesy of