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- People (1)
- News (43)
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- Multimedia (3)
- Faculty Publications (104)
Show Results For
-
All HBS Web
(256)
- People (1)
- News (43)
- Research (149)
- Events (1)
- Multimedia (3)
- Faculty Publications (104)
- November 2007 (Revised March 2008)
- Teaching Note
Event Arbitrage (TN)
By: Joshua D. Coval and Erik Stafford
- June 2005 (Revised October 2007)
- Teaching Note
Market Efficiency (TN)
By: Joshua D. Coval and Erik Stafford
Teaching Note to (2-205-081).
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- 25 Jun 2019
- News
After the Storm
It’s fitting that Erik Dyson’s HBS interview was conducted over a pay phone in Costa Rica, where he and his wife, Debbi, were finishing a three-year program for Habitat for Humanity. Now the CEO of the disaster relief organization All...
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Keywords:
Paul Flannery
- September 2014
- Supplement
Evanston Capital Management Spreadsheet Supplement
By: Erik Stafford and Aditya Vikram Sunderam
- March 2011
- Teaching Note
Valuation of AirThread Connections (Brief Case)
By: Erik Stafford and Joel L. Heilprin
Teaching note for case #4263.
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- April 2001 (Revised September 2001)
- Teaching Note
Cost of Capital at Ameritrade TN
By: Mark L. Mitchell and Erik Stafford
Teaching Note for (9-201-046).
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Keywords:
Financial Services Industry
- March 2011
- Supplement
Valuation of AirThread Connections, Spreadsheet Supplement (Brief Case)
By: Erik Stafford and Joel L. Heilprin
- November 2007
- Background Note
Bayesian Estimation & Black-Litterman
By: Joshua D. Coval and Erik Stafford
Describes a practical method for asset allocation that is more robust to estimation errors than the traditional implementation of mean-variance optimization with sample means and covariances. The Bayesian inspired Black-Litterman model is described after introducing...
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Coval, Joshua D., and Erik Stafford. "Bayesian Estimation & Black-Litterman." Harvard Business School Background Note 208-085, November 2007.
- June 2005 (Revised October 2007)
- Teaching Note
The Law of One Price (TN)
By: Joshua D. Coval and Erik Stafford
Teaching Note to (2-205-079).
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Keywords:
Price
- October 2012
- Case
Lin TV Corp
By: David Scharfstein, Erik Stafford and Joel Heilprin
This case considers the valuation of Lin TV, a publicly-traded company with 30 TV stations. The case highlights how a change in operating strategy can enhance the firm's value, and considers the effect of consolidation within the industry on firm value.
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Keywords:
Valuation;
Acquisitions;
Synergy;
Broadcasting;
Entertainment;
Entertainment and Recreation Industry;
North and Central America
Scharfstein, David, Erik Stafford, and Joel Heilprin. "Lin TV Corp." Harvard Business School Case 213-065, October 2012.
- 2010
- Working Paper
Crashes and Collateralized Lending
By: Jakub W. Jurek and Erik Stafford
This paper develops a parsimonious static model for characterizing financing terms in collateralized lending markets. We characterize the systematic risk exposures for a variety of securities and develop a simple indifference-pricing framework to value the systematic...
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Keywords:
Financial Crisis;
Borrowing and Debt;
Cost of Capital;
Credit;
Financing and Loans;
Interest Rates;
Investment;
Framework;
Risk and Uncertainty;
Financial Services Industry
Jurek, Jakub W., and Erik Stafford. "Crashes and Collateralized Lending." Harvard Business School Working Paper, No. 11-025, September 2010.
- October 2007
- Background Note
Price Formation
By: Joshua D. Coval and Erik Stafford
Investigates how prices are formed in competitive capital markets. Focuses on a single security called AOE. Students compete with computer traders and each other for market making and informed trading profits. Participants receive a variety of public news in the form...
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- October 2006 (Revised March 2008)
- Case
2006 Hurricane Risk
By: Andre F. Perold and Erik Stafford
In May 2006, a resident of Key West, Florida had to decide whether to renew his policy to insure against hurricane damage. The policy would cost $13,000 for one year, $5,000 more than what he paid in 2005. At the same time, a wealthy California resident was...
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Perold, Andre F., and Erik Stafford. "2006 Hurricane Risk." Harvard Business School Case 207-075, October 2006. (Revised March 2008.)
- June 2005 (Revised October 2007)
- Teaching Note
Price Formation (TN)
By: Joshua D. Coval and Erik Stafford
Teaching Note to (2-205-076) and (2-205-077).
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Keywords:
Price
- December 2000 (Revised May 2001)
- Supplement
Cost of Capital at Ameritrade
By: Mark L. Mitchell and Erik Stafford
Spreadsheet to (9-201-046). Download only.
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Keywords:
Financial Services Industry
- June 2008
- Article
The Price of Immediacy
By: George Chacko, Jakub W. Jurek and Erik Stafford
Chacko, George, Jakub W. Jurek, and Erik Stafford. "The Price of Immediacy." Journal of Finance 63, no. 3 (June 2008): 1253–1290.
- 2006
- Working Paper
Pricing Liquidity: The Quantity Structure of Immediacy Prices
By: George Chacko, Jakub W. Jurek and Erik Stafford
Chacko, George, Jakub W. Jurek, and Erik Stafford. "Pricing Liquidity: The Quantity Structure of Immediacy Prices." Harvard Business School Working Paper, No. 07-017, September 2006.
- August 2001
- Case
Strategic Capital Management, LLC (C)
By: Mark L. Mitchell, Erik Stafford and Todd Pulvino
Supplements the (A) case.
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Keywords:
Risk and Uncertainty;
Business Subsidiaries;
Internet and the Web;
Investment Funds;
Price;
Performance Efficiency;
Capital Markets;
Auctions;
Investment Return;
Equity;
Planning;
Financial Services Industry
Mitchell, Mark L., Erik Stafford, and Todd Pulvino. "Strategic Capital Management, LLC (C)." Harvard Business School Case 202-026, August 2001.
- August 2001
- Case
Strategic Capital Management, LLC (B)
By: Mark L. Mitchell, Erik Stafford and Todd Pulvino
Supplements the (A) case.
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Keywords:
Risk and Uncertainty;
Business Subsidiaries;
Internet and the Web;
Investment Funds;
Price;
Performance Efficiency;
Capital Markets;
Auctions;
Investment Return;
Equity;
Planning;
Financial Services Industry
Mitchell, Mark L., Erik Stafford, and Todd Pulvino. "Strategic Capital Management, LLC (B)." Harvard Business School Case 202-025, August 2001.