Concepedia

Eric Rosenfeld

ER

Statistics

Publications

7

Citations

1.3K

H-Index

7

Active since

1983

Affiliations

Harvard University(Current)

Eric Rosenfeld is an author at Harvard University specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsManagementOption PricingCapital StructureBlack-scholes ModelStochastic Calculus

Publications per year

1983–2015

7

Publications

7

Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation

Eli Jones, Scott P. Mason, Eric Rosenfeld · The Journal of Finance · 1984 · 712 citations

Ownership Structure, Business, Cost Of Capital +5

Jump Risks and the Intertemporal Capital Asset Pricing Model

Robert A. Jarrow, Eric Rosenfeld · The Journal of Business · 1984 · 250 citations

Financial Risk Management, Financial Mathematics, Asset Pricing +16

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

Terry A. Marsh, Eric Rosenfeld · The Journal of Finance · 1983 · 174 citations

Economics, Term Structure Model, Financial Economics +6

Non-trading, market making, and estimates of stock price volatility

Terry A. Marsh, Eric Rosenfeld · Journal of Financial Economics · 1986 · 58 citations

Volatility Modeling, Economics, Financial Economics +5

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

Terry A. Marsh, Eric Rosenfeld · The Journal of Finance · 1983 · 54 citations

Economics, Term Structure Model, Financial Economics +6

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