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Jennifer Carpenter (academic)

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Name
  
Jennifer Carpenter


Role
  
Academic

Jennifer Carpenter (academic) wwwsternnyuedufacultystaticphotosjcarpen0png

Education
  
University of Pennsylvania

Dexter s jennifer carpenter on working with her husband


Jennifer N. Carpenter (born October 13, 1965) is an American finance academic best known for her pioneering 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.

Contents

Jennifer Carpenter (academic) Jennifer Carpenter on global Impact of Chinese stock market YouTube

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), which is a joint program between Stern and the Hong Kong University of Science and Technology. 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.

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

Selected publications

  • Carpenter, J. (2000). "Does Option Compensation Increase Managerial Risk Appetite". 55. Journal of Business. pp. 2311–2331. , Cited 83 times, according to Scopus
  • Carpenter, J. (1998). "The Exercise and Valuation of Executive Stock Options". 48. Journal of Financial Economics. pp. 127–158.  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. 
  • Carpenter, J., M. Carhart, A. Lynch, and D. Musto (2002). "Mutual Fund Survivorship". 15. Review of Financial Studies. pp. 1439–1463. CS1 maint: Multiple names: authors list (link)
  • Carpenter, J.; P. Dybvig & H. Farnsworth. "Portfolio Performance and Agency". Review of Financial Studies. 
  • Carpenter, J.; A. Lynch (1999). "Survivorship Bias and Attrition Effects in Measures of Performance Persistence". 54. Journal of Financial Economics. pp. 337–374. 
  • Carpenter, J.; B. Remmers (2001). "Executive Stock Option Exercises and Inside Information". 74. Journal of Business. pp. 513–534. 
  • Carpenter, J.; R. Stanton & N. Wallace (2008). "Estimation of Employee Stock Option Exercise Rates and Firm Cost". 
  • Carpenter, J.; R. Stanton & N. Wallace (2008). "Optimal Exercise of Executive Stock Options and Implications for Firm Cost". 

    • References

    Jennifer Carpenter (academic) Wikipedia
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