Research at Weatherhead School of Management

Contracting with Asymmetric Demand Information in Supply Chains (Babich, Li, Ritchken, Wang 2012)
Discounting Axioms Imply Risk Neutrality (Sobel 2012)
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (Haubrich, Pennacchi, Ritchken 2011)
On Correlation and Default Clustering in Credit Markets (Ritchken, Berndt, Sun, 2010)
On Correlation Effects and Systemic Risk in Credit Markets (Ritchken 2010)
The Trojan Horse of Time-Risk Preference Representations (Sobel 2010)
Contracts in Supply Chains with Asymmetric Information (Ritchken 2009)

Research - Risk Management