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Publications

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  • All HBS Web  (824)
    • News  (119)
    • Research  (626)
    • Multimedia  (2)
  • Faculty Publications  (322)

Show Results For

  • All HBS Web  (824)
    • News  (119)
    • Research  (626)
    • Multimedia  (2)
  • Faculty Publications  (322)
← Page 8 of 824 Results →
  • 09 Jan 2006
  • Research & Ideas

Rebuilding Commercial Real Estate

investor or a hedge fund, having another asset class whose performance is not tied to stocks and bonds is very important," says Slaughter. "Real estate has become part of the fundamental allocation exercise." View Details
Keywords: by Roger Thompson; Construction; Real Estate
  • 1987
  • Working Paper

Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets

By: K. A. Froot
Simple regression tests that have power against the alternatives that asset prices and expected future asset returns are excessively volatile are developed and performed for the foreign exchange and stock markets. These tests have a number of advantages over... View Details
Keywords: Risk Aversion; Risk; International Investing; International Finance; Risk and Uncertainty; Asset Pricing; Financial Markets; Investment; Behavioral Finance; Volatility
Citation
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Froot, K. A. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets." NBER Working Paper Series, No. 2362, August 1987.
  • 27 Sep 2017
  • News

Will a Corporate Tax Holiday Give Workers Anything to Cheer?

  • August 2020
  • Article

Financial Market Risk Perceptions and the Macroeconomy

By: Carolin E. Pflueger, Emil Siriwardane and Adi Sunderam
We propose a novel measure of risk perceptions: the price of volatile stocks (PVS), defined as the book-to-market ratio of low-volatility stocks minus the book-to-market ratio of high-volatility stocks. PVS is high when perceived risk directly measured from surveys and... View Details
Keywords: Risk-centric Business Cycles; Cross-section Of Equities; Real Risk-free Rate; Real Investment; Financial Markets; Risk and Uncertainty; Perception; Investment
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Pflueger, Carolin E., Emil Siriwardane, and Adi Sunderam. "Financial Market Risk Perceptions and the Macroeconomy." Quarterly Journal of Economics 135, no. 3 (August 2020).
  • August 2001 (Revised April 2002)
  • Case

Strategic Capital Management, LLC (A)

By: Mark L. Mitchell, Erik Stafford and Todd Pulvino
Strategic Capital Management, LLC, is a hedge fund that is planning to make financial investments in Creative Computers and Ubid. Creative Computers recently sold approximately 20% of its Internet auction subsidiary, Ubid, to the public at $15 per share. Ubid's stock... View Details
Keywords: Risk and Uncertainty; Business Subsidiaries; Internet and the Web; Investment Funds; Price; Performance Efficiency; Capital Markets; Auctions; Investment Return; Equity; Planning; Financial Services Industry
Citation
Educators
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Mitchell, Mark L., Erik Stafford, and Todd Pulvino. "Strategic Capital Management, LLC (A)." Harvard Business School Case 202-024, August 2001. (Revised April 2002.)

    Adi Sunderam

    Adi Sunderam is the Willard Prescott Smith Professor of Corporate Finance at Harvard Business School, a Research Associate at the National Bureau of Economic Research, and a Faculty Affiliate of the Harvard Economics department. He teaches Finance 2 in... View Details

    Keywords: asset management; asset management; asset management; asset management; asset management; asset management

      Andi Wang

      Andi Wang is a doctoral student in the Business Economics program, where he works at the intersection of finance, macro and behavioral economics. He is particularly interested in studying institutional and behavioral frictions that have long-lasting effects on asset... View Details

      • June 2009
      • Case

      Midland Energy Resources, Inc.: Cost of Capital

      By: Timothy A. Luehrman and Joel L. Heilprin
      The senior vice president of project finance for a global oil and gas company must determine the weighted average cost of capital for the company as a whole and each of its divisions as part of the annual capital budgeting process. The case uses comparable companies to... View Details
      Keywords: Risk Assessment; Risk and Uncertainty; Risk Management; Cost of Capital; Cash Flow; Capital Structure; Valuation; Capital Budgeting; Energy Industry
      Citation
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      Luehrman, Timothy A., and Joel L. Heilprin. "Midland Energy Resources, Inc.: Cost of Capital." Harvard Business School Brief Case 094-129, June 2009.
      • April 2017 (Revised November 2017)
      • Case

      BlackRock (B): Acquire MLIM? (with video links)

      By: Ranjay Gulati, Jan W. Rivkin, Stuart C. Gilson and Aldo Sesia
      In early 2006, BlackRock, Inc. is considering acquiring Merrill Lynch’s asset management business. The asset management industry was in a state of transition. In the prior year, more than 130 mergers and acquisitions had taken place. The proposed deal between BlackRock... View Details
      Keywords: Strategy; Competition; Information Technology; Asset Management; Mergers and Acquisitions; Decision Choices and Conditions; United States
      Citation
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      Gulati, Ranjay, Jan W. Rivkin, Stuart C. Gilson, and Aldo Sesia. "BlackRock (B): Acquire MLIM? (with video links)." Harvard Business School Multimedia/Video Case 717-485, April 2017. (Revised November 2017.)
      • Research Summary

      The Cross Section of Expected Firm (Not Equity) Returns

      This paper provides the first comprehensive study of expected firm (unlevered equity) returns. After accounting for the debt component of the firm return, I find that many of the cross sectional determinants of expected equity returns, such as the book-to-market... View Details
      • 07 Jul 2020
      • Working Paper Summaries

      Predictable Financial Crises

      Keywords: by Robin Greenwood, Samuel G. Hanson, Andrei Shleifer, and Jakob Ahm Sørensen
      • 15 Jul 2020
      • News

      Predictable financial crises

      • Research Summary

      Rare Consumption Disasters

      By: Emil N. Siriwardane

      Another defining feature of financial crises is consumption disasters, or large drops in aggregate consumption. Rather than taking the standard approach of seeking implications of such rare disasters for asset pricing in consumption data, Professor Siriwardane asks... View Details

      • Research Summary

      Overview

      By: Emil N. Siriwardane
      In his research, Professor Siriwardane seeks to develop a quantitative understanding of how the financial sector affects asset prices and macroeconomic stability, particularly relevant in the wake of the financial crisis of the last decade. View Details

        Samuel G. Hanson

        Samuel G. Hanson is the William L. White Professor of Business Administration at Harvard Business School, a Research Associate at the National Bureau of Economic Research, and a Faculty Affiliate of the Harvard Economics department. He teaches Finance 1... View Details

        Keywords: asset management; asset management; asset management; asset management; asset management; asset management
        • April 2005
        • Case

        The University of Chicago Investment Office: Investing in Timber

        In 2005, the University of Chicago Investment office was deciding how much capital to allocate toward timber investing. Explores the challenges associated with optimal portfolio construction when one of the invested assets is illiquid with limited historical price... View Details
        Keywords: Investment Portfolio; Decision Choices and Conditions; Financial Services Industry; Education Industry
        Citation
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        Hecht, Peter A., and David Mace. "The University of Chicago Investment Office: Investing in Timber." Harvard Business School Case 205-101, April 2005.
        • 16 Dec 2012
        • News

        Not all money market funds are equal

        • March 1989 (Revised April 1998)
        • Case

        Marriott Corporation: The Cost of Capital (Abridged)

        By: Richard S. Ruback
        Gives students the opportunity to explore how a company uses the Capital Asset Pricing Model (CAPM) to compute the cost of capital for each of its divisions. The use of Weighted Average Cost of Capital (WACC) formula and the mechanics of applying it are stressed. View Details
        Keywords: Cost of Capital; Mathematical Methods
        Citation
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        Ruback, Richard S. "Marriott Corporation: The Cost of Capital (Abridged)." Harvard Business School Case 289-047, March 1989. (Revised April 1998.)
        • Article

        Market Integration in Developed and Emerging Markets: Evidence from the CAPM

        By: Robert Bruner, Wei Li, Mark Kritzman, Simon Myrgren and Sebastien Page
        Beta, as measured by the Capital Asset Pricing Model (CAPM), is widely used for pricing stocks, determining the cost of capital, and gauging the extent to which markets are integrated. The CAPM model assumes that equilibrium conditions prevail. The choice of which... View Details
        Citation
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        Related
        Bruner, Robert, Wei Li, Mark Kritzman, Simon Myrgren, and Sebastien Page. "Market Integration in Developed and Emerging Markets: Evidence from the CAPM." Emerging Markets Review 9, no. 2 (June 2008): 89–103.

          Ishita Sen

          Ishita Sen is an assistant professor of business administration in the Finance Unit. She teaches the Finance I course in the MBA required curriculum. Professor Sen’s research focuses on financial intermediation, asset pricing, and insurance markets. In her current... View Details

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