Mark Loewenstein
Economics and Econometrics · 2000–2020
A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it; #22,894 of 23,481 by trust here, #9,863 by citations
- Finance — 11 citations into it; #4,685 of 10,518 by trust here, #2,951 by citations
Whom Mark Loewenstein trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Mark Loewenstein overall
Papers from Mark Loewenstein's perspective
Ordered by how strongly the researchers Mark Loewenstein trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlled Markov processes and viscosity solutions
- The Pricing of Options and Corporate Liabilities
- International Asset Allocation With Regime Shifts
- Predicting Returns with Financial Ratios
- Optimal Portfolio Selection with Transaction Costs and Finite Horizons
- Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets
- Asset Prices and Trading Volume under Fixed Transactions Costs (Journal of Political Economy)
- Misclassification of the dependent variable in a discrete-response setting
- Handbook of Mathematical Functions.
- Semiparametric analysis of short-term and long-term hazard ratios with two-sample survival data
Their papers
- Local martingales, arbitrage, and viability Free snacks and cheap thrills (2000) — 168 citations
- Liquidity Premia and Transaction Costs (2007) — 159 citations
- Ability to work from home: evidence from two surveys and implications for the labor market in the COVID-19 pandemic (2020) — 135 citations
- Estimating Linear Regressions with Mismeasured, Possibly Endogenous, Binary Explanatory Variables (2012) — 49 citations
- Options and Bubbles (2007) — 194 citations
- Optimal Portfolio Selection with Transaction Costs and Finite Horizons (2002) — 281 citations