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2018

Default risk of swaps

Cooper I; Mello A S

in Crouhy, M, Galai, D & Wiener, Z (eds): Contingency approaches to corporate finance and banking : a World Scientific reference (World Scientific Publishing, forthcoming

2017

A measure of pure home bias

Cooper I A; Sercu P; Vanpee R

Review of Finance 2017 Forthcoming

2017

Bank loan loss accounting treatments, credit cycles and crash risk

Andreou P C; Cooper I A; Louca C; Philip D

British Accounting Review 2017 Forthcoming

2017

Consistent valuation of project finance and LBO's using the flows- ...

Cooper I; Nyborg K G

European Financial Management 2017 Forthcoming

2017

Factor-based investing : the long-term evidence

Dimson E; Marsh P; Staunton M

Journal of Portfolio Management 2017 Vol 43:5 p 15-37

2017

Incentives for information production in markets where prices affect r ...

Dow J; Goldstein I; Guembel A

Journal of the European Economic Association 2017 Forthcoming

2017

Role of social capital in corporations

Servaes H; Tamayo A

Oxford Review of Economic Policy 2017 Vol 33:2 p 201-220

2016

Equity vesting and investment

Edmans A; Fang V; Lewellen K

Review of Financial Studies 2016 Forthcoming

2016

Executive compensation: a modern primer

Edmans A; Gabaix A

Journal of Economic Literature 2016 Vol 54:4 p 1232-1287

2018

Default risk of swaps

Cooper I; Mello A S

in Crouhy, M, Galai, D & Wiener, Z (eds): Contingency approaches to corporate finance and banking : a World Scientific reference (World Scientific Publishing, forthcoming

2017

A measure of pure home bias

Cooper I A; Sercu P; Vanpee R

Review of Finance 2017 Forthcoming

2017

Bank loan loss accounting treatments, credit cycles and crash risk

Andreou P C; Cooper I A; Louca C; Philip D

British Accounting Review 2017 Forthcoming

2017

Consistent valuation of project finance and LBO's using the flows- ...

Cooper I; Nyborg K G

European Financial Management 2017 Forthcoming

2017

Factor-based investing : the long-term evidence

Dimson E; Marsh P; Staunton M

Journal of Portfolio Management 2017 Vol 43:5 p 15-37