From Wikipedia, the free encyclopedia
George S. Oldfield is a
financial economist . He has been published extensively, and is cited for his work on the effects of a firm's unvested
pension benefits on its share price
[1] published in the
Journal of Money, Credit and Banking in 1977.
[2]
He was the Richard S. Reynolds, Jr. Professor of Finance at the
Mason School of Business at the
College of William & Mary , and a faculty member at the
Amos Tuck School of Business Administration at
Dartmouth College and the
S.C. Johnson Graduate School of Management at
Cornell University .
[3] He is the 2002 recipient of the
Business Week Business School Survey "Master Teacher" award.
[4]
He is a consultant with
The Brattle Group ,
[3] and in government, has worked at the
Federal Reserve Bank of New York , the
Federal Reserve Bank of Philadelphia and served as Economic Research Fellow at the
U.S. Securities and Exchange Commission
[3] where he focused on
employee stock option and
financial derivatives pricing, disclosure rules for corporate pension funding and
executive compensation and asset-backed and
mortgage-backed securities .
[5]
He holds a
Ph.D. and
M.A. in finance from the
Wharton School at the
University of Pennsylvania and an A.B. in
economics from the
College of William and Mary .
[3]
Publications
Oldfield's other publications include:
Logue, Dennis; Oldfield, George S. (2008).
"Lawsuits Stalk Pension Fiduciaries" (PDF) . Finance: Current Topics in Corporate Finance (1). The Brattle Group. Archived from
the original (PDF) on 2011-07-08. Retrieved 2009-12-17 .
Oldfield, George S. ; Cragg, Michael (2008).
"Understanding the Credit Crisis: The Treasury, the Fed, and the Banking System" (PDF) . Finance: Current Topics in Corporate Finance (2). The Brattle Group. Archived from
the original (PDF) on 2011-07-08. Retrieved 2009-12-17 .
Oldfield, George S. (March 2008).
"Expanding Subprime Mortgage Crisis Increases Litigation Risks" (PDF) . The Brattle Group, Inc. Archived from
the original (PDF) on 2011-07-08. Retrieved 2008-10-15 .
Oldfield, George S. (2007).
"Subprime Mortgage Problems: What to Look For and Where to Look" . Finance: Current Topics in Corporate Finance (1). The Brattle Group. Archived from
the original (PDF) on 2011-07-08. Retrieved 2008-10-15 .
Oldfield, George S. (May–June 2004). "Bond Games".
Financial Analysts Journal . 60 (3): 52–66.
doi :
10.2469/faj.v60.n3.2621 .
S2CID
218507872 .
Oldfield, George S. ; Logue, Dennis E. (1994).
Handbook of Modern Finance: The Determination of Interest Rates . Warren, Gorham & Lamont. pp. Chapter B1.
ISBN
978-0-7913-0311-5 .
Oldfield, George S. (Winter 2000–2001). "Bits, Bets, and Making Book on an Index". Journal of Risk . 3 (2): 91–106.
doi :
10.21314/JOR.2001.040 .
Oldfield, George S. (September 2000). "Making Markets for Structured Mortgage Derivatives".
Journal of Financial Economics . 57 (3): 445–471.
doi :
10.1016/S0304-405X(00)00064-7 .
Oldfield, George S. ; Santomero, Anthony M. (Fall 1997). "Risk Management in Financial Institutions".
Sloan Management Review .
Oldfield, George S. "The Economics of Structured Finance".
The Journal of Fixed Income (September 1997).
Oldfield, George S ;
Jarrow, Robert A. (1988). "Forward Options and Futures Options". Advances in Futures and Options Research .
Oldfield, George S. ;
Rogalski, Richard J. (March 1987). "The Stochastic Properties of Term Structure Movements".
Journal of Monetary Economics . 19 (2): 229–254.
doi :
10.1016/0304-3932(87)90048-1 .
Oldfield, George S. ;
O’Hara, Maureen (December 1986). "The Microeconomics of Market Making".
Journal of Financial and Quantitative Analysis .
Oldfield, George S. ; Rogalski, Richard J. (June 1980). "Common Stock Returns Over Open and Closed Trading Periods".
Journal of Finance . 35 .
doi :
10.1111/j.1540-6261.1980.tb03495.x .
Oldfield, George S. ; Rovira, Carlos E. (Winter 1984). "Futures Contract Options".
Journal of Futures Markets . 4 (4): 479–490.
doi :
10.1002/fut.3990040404 .
Oldfield, George S. ;
Jarrow, Robert A. (December 1981). "Forward Contracts and Futures Contracts".
Journal of Financial Economics .
Oldfield, George S. ; Rogalski, Richard J. (May 1981). "Treasury Bill Factors and Common Stock Returns".
Journal of Finance . 36 (2): 337–350.
doi :
10.1111/j.1540-6261.1981.tb00446.x .
Oldfield, George S. ; Bower, Richard S. (March 1981). "On Lessees, Lessors, and Whether Pigs Have Wings". Journal of Business Research .
Oldfield, George S. ;
Bierman, Harold (September 1979). "Corporate Debt and Corporate Taxes".
Journal of Finance .
Oldfield, George S. ; Rogalski,Richard J.;
Jarrow, Robert A. (December 1977). "An Autoregressive Jump Process for Common Stock Returns".
Journal of Financial Economics . 5 (3): 389–418.
doi :
10.1016/0304-405X(77)90045-9 .
Oldfield, George S. ; Messina, Richard J. (September 1977). "Forward Exchange Price Determination in Continuous Time".
Journal of Financial and Quantitative Analysis . 12 (3): 473–479.
doi :
10.2307/2330546 .
JSTOR
2330546 .
S2CID
154557679 .
Oldfield, George S. ; Logue, Dennis E. (Summer 1977). "Managing Foreign Assets When Foreign Exchange Markets Are Efficient".
Financial Management .
Oldfield, George S. ; Logue, Dennis E. (Spring 1977). "What's So Special About Foreign Exchange Markets?".
Journal of Portfolio Management .
References