M. Suresh Sundaresan
Chase Manhattan Bank Foundation Professor of Financial Institutions
Academic Advisory Board Member
MS, Carnegie Mellon, 1978; PhD, 1980
Year joined: 1980
E-mail: ms122@columbia.edu
Journal articles
"Managing Corporate Liquidity: Strategies and Pricing Implications"
International Journal of Theoretical and Applied Finance
(2011)
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"Collateral Values by Asset Class: Evidence from Primary Securities Dealers"
The Review of Financial Studies
(2010)
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"Investment Under Uncertainty with Strategic Debt Service"
American Economic Review Papers and Proceedings
(2007)
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"Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default"
Journal of Business
(2005)
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"Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions"
Journal of Political Economy
(2002)
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"Continuous-Time Methods in Finance: A Review and an Assessment"
Journal of Finance
(2000)
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"A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation"
Journal of Banking and Finance
(2000)
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"Debt Valuation, Renegotiation, and Optimal Dividend Policy"
Review of Financial Studies
(2000)
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"Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach"
Review of Financial Studies
(1999)
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"Valuation, Optimal Asset Allocation, and Retirement Incentives of Pension Plans"
Review of Financial Studies
(1997)
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"Discriminatory Versus Uniform Treasury Auctions: Evidence from When-Issued Transactions"
Journal of Financial Economics
(1996)
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"Design and Valuation of Debt Contracts"
Review of Financial Studies
(1996)
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"Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure"
Journal of Financial and Quantitative Analysis
(1991)
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"Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth"
Review of Financial Studies
(1989)
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"The Valuation of Options on Futures Contracts"
Journal of Finance
(1985)
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"Consumption and Equilibrium Interest Rates in Stochastic Production Economies"
Journal of Finance
(1984)
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"A Continuous Time Equilibrium Model of Forward Prices and Futures Prices in a Multigood Economy"
Journal of Financial Economics
(1981)
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Working papers
"On the Design of Contingent Capital with a Market Trigger"
Staff Report No. 448
(2011)
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"Risk Management Framework for Hedge Funds Role of Funding and Redemption Options on Leverage"
Working paper
(2010)
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"Growth Options and Optimal Default under Liquidity Constraints: The Role of Corporate Cash Balances"
Working paper
(2009)
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"Financing real options"
Working Paper
(2008)
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"Lending Without Access to Collateral: A Theory of Microloan Borrowing Rates"
Working paper
(2006)
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"Growth Options in General Equilibrium: Some Asset Pricing Implications"
(2005)
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"Public Provision of Private Liquidity: Evidence from the Millennium Date Change"
(2004)
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"Optimal Corporate Securities Values in the Presence of Chapter 7 and Chapter 11"
(2004)
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"Pricing Collateralized Swaps"
(2003)
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Books
Microfinance: Emerging Trends and Challenges
(2008)
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Chapters
"Development of financial markets in Asia and the Pacific"
BIS Papers, No 52: The international financial crisis and policy challenges in Asia and the Pacific
(2010)
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