Robert S. Goldstein

About Working Papers Selected External Publications

About

For biographical information, please refer to the publication.

Working papers

Working Papers

Debt Dynamics with Fixed Issuance Costs

Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein, Chao Ying | 2023 | No. 2023-01 | January Download

Optimal Debt Dynamics, Issuance Costs, and Commitment

Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein, Julien Hugonnier, Chao Ying | 2020 | No. 2020-20 | September Download

Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads

Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein | 2019 | No. 2019-08 Download

Estimating the Tax and Credit-Event Risk Components of Credit Spreads

Luca Benzoni, Robert S. Goldstein | 2017 | No. 2017-17 Download

Modeling Credit Contagion via the Updating of Fragile Beliefs

Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein, Jean Helwege | 2012 | No. 2012-04 | October Download

Can Standard Preferences Explain the Prices of Out-of-the-Money S&P 500 Put Options?

Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2011 | No. 2011-11 | November Download

Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash

Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2010 | No. 2010-10 | January Download

Portfolio Choice over the Life-Cycle When the Stock and Labor Markets Are Cointegrated

Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2007 | No. 2007-11 | November Download

Selected External Publications

Acceptances in Academic Journals and Books

Benzoni, Luca, Lorenzo Garlappi, and Robert S. Goldstein, 2023, “Incomplete information, debt issuance, and the term structure of credit spreads,” Management Science, Vol. 69, No. 7, July, pp. 4331–4352. 20230701050000

Benzoni, Luca, Lorenzo Garlappi, Robert S. Goldstein, and Chao Ying, 2022, “Debt dynamics with fixed issuance costs,” Journal of Financial Economics, Vol. 146, No. 2, November, pp. 385–402. 20221101050000