Details about Mark M. Westerfield

Access statistics for papers by Mark M. Westerfield.

Last updated 2021-07-30. Update your information in the RePEc Author Service.

Short-id: pwe308

Working Papers

2013

1. Portfolio Choice with Illiquid Assets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
   See also Journal Article in Management Science (2014)

2009

2. Market Selection
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (13)
   See also Journal Article in Journal of Economic Theory (2017)

2007

3. Disagreement and Learning in a Dynamic Contracting Model
   2007 Meeting Papers, Society for Economic Dynamics View citations (2)
   Also in Staff Reports, Federal Reserve Bank of New York (2006) View citations (2)
   See also Journal Article in Review of Financial Studies (2009)

2004

4. Price Impact and Survival of Irrational Traders
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (10)
   Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (15)
   See also Journal Article in Journal of Finance (2006)

Journal Articles

2021

1. Dynamic resource allocation with hidden volatility
   Journal of Financial Economics, 2021, 140, (2), 560-581 View citations (1)

2017

2. Market selection
   Journal of Economic Theory, 2017, 168, (C), 209-236 View citations (1)
   See also Working Paper (2009)

2016

3. Looking for Someone to Blame: Delegation, Cognitive Dissonance, and the Disposition Effect
   Journal of Finance, 2016, 71, (1), 267-302 View citations (78)
4. Optimal dynamic contracts with moral hazard and costly monitoring
   Journal of Economic Theory, 2016, 166, (C), 242-281 View citations (26)

2015

5. Resource accumulation through economic ties: Evidence from venture capital
   Journal of Financial Economics, 2015, 118, (2), 245-267 View citations (23)

2014

6. Portfolio Choice with Illiquid Assets
   Management Science, 2014, 60, (11), 2737-2761 View citations (30)
   See also Working Paper (2013)

2009

7. Disagreement and Learning in a Dynamic Contracting Model
   Review of Financial Studies, 2009, 22, (10), 3873-3906 View citations (25)
   See also Working Paper (2007)
8. High‐Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice
   Journal of Finance, 2009, 64, (1), 1-36 View citations (71)

2006

9. The Price Impact and Survival of Irrational Traders
   Journal of Finance, 2006, 61, (1), 195-229 View citations (118)
   See also Working Paper (2004)