My work in progress

Other Material

An overview of asset pricing models (583KB)

Work in progress (please e-mail me if you want to get a copy)

1.  Group lending as a mechanism for self-insuring default risk
2. A note on the CAPM with endogenously consistent market returns
3. Bank risk-taking and optimal bailout resources
4. Independent and affiliated financial advice
5. Contingent fees with break-up clauses in M&A advice

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