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- Faculty Publications (163)
Show Results For
- All HBS Web
(118,334)
- Faculty Publications (163)
- 1993
- Chapter
Management of Risk Capital in Financial Firms
By: Robert C. Merton and André Perold
Merton, Robert C., and André Perold. "Management of Risk Capital in Financial Firms." In Financial Services: Perspectives and Challenges, edited by Samuel L. Hayes III, 215–245. Boston, MA: Harvard Business School Press, 1993.
- April 1993 (Revised December 1994)
- Case
Lehman Brothers and the Securitization of American Express Charge-Card Receivables
By: Andre F. Perold and Kuljot Singh
In early 1992, Lehman Brothers had received a mandate from its affiliate, American Express Travel Related Services (TRS) Co., to securitize a portion of its consumer charge-card receivables portfolio. It is now July 22, and Lehman and TRS have just returned from a... View Details
Perold, Andre F., and Kuljot Singh. "Lehman Brothers and the Securitization of American Express Charge-Card Receivables." Harvard Business School Case 293-121, April 1993. (Revised December 1994.)
- April 1993 (Revised December 1994)
- Case
American Express TRS Charge-Card Receivables
By: Andre F. Perold and Kuljot Singh
American Express (TRS) Co. is considering a proposal to securitize a portion of their consumer charge-card receivables portfolio. In the past, they have relied exclusively on a captive finance subsidiary, Credco, to perform this function. The proposed securitization... View Details
Keywords: Credit Cards; Restructuring; Borrowing and Debt; Financial Management; Financial Strategy; Debt Securities; Travel Industry
Perold, Andre F., and Kuljot Singh. "American Express TRS Charge-Card Receivables." Harvard Business School Case 293-120, April 1993. (Revised December 1994.)
- December 1992 (Revised May 1993)
- Case
Rochester Capital
By: Andre F. Perold and Kuljot Singh
Perold, Andre F., and Kuljot Singh. "Rochester Capital." Harvard Business School Case 293-083, December 1992. (Revised May 1993.)
- November 1992 (Revised December 1994)
- Case
BEA Associates: Enhanced Equity Index Funds
By: Andre F. Perold
BEA's enhanced index fund product uses derivatives and cash market securities to find the most efficient way to "track an index." The considerations involve transaction costs, custodial fees, withholding taxes on dividends, and fees from securities lending. In this... View Details
Keywords: Credit Derivatives and Swaps; Investment Portfolio; Management; Investment Banking; Competitive Advantage; Cost Management
Perold, Andre F. "BEA Associates: Enhanced Equity Index Funds." Harvard Business School Case 293-024, November 1992. (Revised December 1994.)
- summer 1992
- Article
Shareholder Trading Practices and Corporate Investment Horizons
By: Kenneth A. Froot, André Perold and J. Stein
Keywords: Institutional Investing; Market Efficiency; Behavioral Finance; Equities; Stock Market; Indexing; Financial Markets; Asset Pricing
Froot, Kenneth A., André Perold, and J. Stein. "Shareholder Trading Practices and Corporate Investment Horizons." Continental Bank Journal of Applied Corporate Finance 5, no. 2 (summer 1992): 42–58.
- Article
Theory of Constant Proportion Portfolio Insurance
By: André Perold and Fischer Black
Perold, André, and Fischer Black. "Theory of Constant Proportion Portfolio Insurance." Journal of Economic Dynamics & Control 16, nos. 3-4 (July–October 1992): 403–426.
- August 1991 (Revised June 1992)
- Case
Nikko Securities Co. Ltd.
By: Andre F. Perold
Keywords: Financial Services Industry
Perold, Andre F. "Nikko Securities Co. Ltd." Harvard Business School Case 292-002, August 1991. (Revised June 1992.)
- May 1991 (Revised December 1994)
- Case
State of Connecticut Municipal Swap
By: Andre F. Perold
The state of Connecticut wants to raise $325 million of long-term fixed-rate debt. One alternative is to do this synthetically--issue long-term variable rate debt and enter into an interest rate swap. The case is a vehicle for analyzing various floating rate structures... View Details
Keywords: Borrowing and Debt; Credit Derivatives and Swaps; Interest Rates; Taxation; Management Analysis, Tools, and Techniques; Risk and Uncertainty; New England
Perold, Andre F. "State of Connecticut Municipal Swap." Harvard Business School Case 291-024, May 1991. (Revised December 1994.)
- Article
The Right Amount of Assets under Management
By: André Perold and Robert S. Salomon Jr.
Keywords: Assets
Perold, André, and Robert S. Salomon Jr. "The Right Amount of Assets under Management." Financial Analysts Journal 47, no. 2 (May–June 1991): 31–39.
- 1990
- Chapter
The Free Lunch in Currency Hedging: Implications for Investment Policy and Performance Standards
By: André Perold and Evan C. Schulman
- October 1990 (Revised July 1991)
- Case
T. Rowe Price Associates, Inc.
By: Andre F. Perold
Keywords: Financial Services Industry
Perold, Andre F. "T. Rowe Price Associates, Inc." Harvard Business School Case 291-006, October 1990. (Revised July 1991.)
- June 1990 (Revised August 1995)
- Case
RJR Nabisco--1990
By: Andre F. Perold
Describes the situation facing RJR Nabisco one year after the leveraged buyout by Kohlberg Kravis and Roberts. A vehicle for analyzing the financial restructuring of a highly leveraged, but operationally healthy, company. View Details
Perold, Andre F. "RJR Nabisco--1990." Harvard Business School Case 290-021, June 1990. (Revised August 1995.)
- June 7, 1990
- Article
New Trading Practices and the Short-run Predictability of the S&P 500
By: André Perold, Kenneth A. Froot and James F. Gammill Jr.
- 1990
- Article
The Institutionalization of Wealth: Changing Patterns of Investment Decision-Making
By: André Perold and Jay O. Light
- September 1989
- Case
Penobscot Nation and Passamaquoddy Tribe
By: Andre F. Perold
Keywords: Civil Society or Community
Perold, Andre F. "Penobscot Nation and Passamaquoddy Tribe." Harvard Business School Case 290-001, September 1989.
- spring 1989
- Article
The Changing Character of Stock Market Liquidity
By: André Perold and James F. Gammill
Perold, André, and James F. Gammill. "The Changing Character of Stock Market Liquidity." Journal of Portfolio Management (spring 1989): 13–18.
- September 1988
- Case
Hatherly Foundation
By: Andre F. Perold
Perold, Andre F. "Hatherly Foundation." Harvard Business School Case 289-018, September 1988.
- Article
The Free Lunch in Currency Hedging: Implications for Investment Policy and Performance Standards
By: André Perold and Evan C. Schulman
Perold, André, and Evan C. Schulman. "The Free Lunch in Currency Hedging: Implications for Investment Policy and Performance Standards." Financial Analysts Journal 44, no. 3 (May–June 1988).
- spring 1988
- Article
The Implementation Shortfall: Paper vs. Reality
By: André Perold
Perold, André. "The Implementation Shortfall: Paper vs. Reality." Journal of Portfolio Management 14, no. 3 (spring 1988): 4–9.