Mark M Westerfield
Mark M Westerfield
Associate Professor of Finance, University of Washington
Verified email at - Homepage
Cited by
Cited by
The price impact and survival of irrational traders
L Kogan, SA Ross, J Wang, MM Westerfield
The Journal of Finance 61 (1), 195-229, 2006
High‐Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice
S Panageas, MM Westerfield
The Journal of Finance 64 (1), 1-36, 2009
Looking for someone to blame: Delegation, cognitive dissonance, and the disposition effect
TY Chang, DH Solomon, MM Westerfield
The Journal of Finance 71 (1), 267-302, 2016
Portfolio choice with illiquid assets
A Ang, D Papanikolaou, MM Westerfield
Management Science 60 (11), 2737-2761, 2014
Resource accumulation through economic ties: Evidence from venture capital
YV Hochberg, LA Lindsey, MM Westerfield
Journal of Financial Economics 118 (2), 245-267, 2015
Disagreement and learning in a dynamic contracting model
T Adrian, MM Westerfield
Review of Financial Studies 22 (10), 3873-3906, 2009
Market selection
L Kogan, S Ross, J Wang, MM Westerfield
National Bureau of Economic Research, 2009
Optimal dynamic contracts with moral hazard and costly monitoring
T Piskorski, MM Westerfield
Journal of Economic Theory 166, 242-281, 2016
The size and specialization of direct investment portfolios
YV Hochberg, MM Westerfield
AFA 2011 Denver meetings paper, 2010
Dynamic asset allocation with hidden volatility
FZ Feng, M Westerfield
Working paper, University of Washington, 2016
Setbacks, Shutdowns, and Overruns
FZ Feng, CR Taylor, MM Westerfield, F Zhang
Available at SSRN 3775340, 2021
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