Jennifer Carpenter (academic)

From Wikipedia, the free encyclopedia

This is an old revision of this page, as edited by Holdoffhunger (talk | contribs) at 02:39, 27 July 2018 (Remove double "the."). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

For the Dexter actress, see Jennifer Carpenter.

Jennifer N. Carpenter (born October 13, 1965) is an American finance academic best known for her pioneering[1] research into executive stock options. Other interests include fund manager compensation, survivorship bias, corporate bonds, and option pricing. She has been published in numerous journals including the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, and the Journal of Business.[2][3][4]

She is an associate professor at NYU's School of Business, where she teaches MBA courses in debt instruments and markets, and at the PhD level, continuous time asset pricing and portfolio choice. She also teaches for the Master of Science in Global Finance (MSGF),[2] which is a joint program between Stern and the Hong Kong University of Science and Technology.[5] Before joining NYU, Carpenter worked at Goldman Sachs & Co in the fixed income division, and she was also a lecturer at the University of Pennsylvania.[2]

Carpenter received her BS in economics, MA in finance, MA in mathematics, and PhD in finance from the University of Pennsylvania.[2]

She has presented "The Real Value of China's Stock Market" at various venues including the People's Bank of China, National Bureau of Economic Research, the China Securities Regulatory Commission, the Shenzhen Stock Exchange and the Shanghai Stock Exchange.[6]

Selected publications

  • Carpenter, J. (2000). "Does Option Compensation Increase Managerial Risk Appetite". Vol. 55. Journal of Business. pp. 2311–2331. {{cite news}}: Italic or bold markup not allowed in: |publisher= (help), Cited 83 times, according to Scopus
  • Carpenter, J. (1998). "The Exercise and Valuation of Executive Stock Options". Vol. 48. Journal of Financial Economics. pp. 127–158. {{cite news}}: Italic or bold markup not allowed in: |publisher= (help) Cited 57 times, according to Scopus
  • Carpenter, J.; V. Acharya (2002). "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy". Review of Financial Studies. pp. 1355–1383. {{cite news}}: Italic or bold markup not allowed in: |publisher= (help)
  • Carpenter, J., M. Carhart, A. Lynch, and D. Musto (2002). "Mutual Fund Survivorship". Vol. 15. Review of Financial Studies. pp. 1439–1463. {{cite news}}: Italic or bold markup not allowed in: |publisher= (help)CS1 maint: multiple names: authors list (link)
  • Carpenter, J.; P. Dybvig; H. Farnsworth. "Portfolio Performance and Agency". Review of Financial Studies. {{cite news}}: Italic or bold markup not allowed in: |publisher= (help); Unknown parameter |last-author-amp= ignored (|name-list-style= suggested) (help)
  • Carpenter, J.; A. Lynch (1999). "Survivorship Bias and Attrition Effects in Measures of Performance Persistence". Vol. 54. Journal of Financial Economics. pp. 337–374. {{cite news}}: Italic or bold markup not allowed in: |publisher= (help)
  • Carpenter, J.; B. Remmers (2001). "Executive Stock Option Exercises and Inside Information". Vol. 74. Journal of Business. pp. 513–534. {{cite news}}: Italic or bold markup not allowed in: |publisher= (help)
  • Carpenter, J.; R. Stanton; N. Wallace (2008). "Estimation of Employee Stock Option Exercise Rates and Firm Cost". {{cite news}}: Unknown parameter |last-author-amp= ignored (|name-list-style= suggested) (help)
  • Carpenter, J.; R. Stanton; N. Wallace (2008). "Optimal Exercise of Executive Stock Options and Implications for Firm Cost". {{cite news}}: Unknown parameter |last-author-amp= ignored (|name-list-style= suggested) (help)

References

  1. ^ D. Taylor and W. van Zyl, Hedging employee stock options and the implications for accounting standards Archived 2013-05-30 at the Wayback Machine, Investment Analysts Journal, No. 67 2008
  2. ^ a b c d Jennifer Carpenter’s profile at NYU Stern School of Business
  3. ^ Jennifer Carpenter’s NYU about page
  4. ^ SSRN Author Page
  5. ^ Master of Science in Global Finance Archived 2009-04-05 at the Wayback Machine
  6. ^ "Jennifer N. Carpenter". voxchina.org. Retrieved 2018-07-19.
Retrieved from "https://en.wikipedia.org/w/index.php?title=Jennifer_Carpenter_(academic)&oldid=852164825"