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Publications

by members of

Insurance and Risk Management Department
Wharton School
University of Pennsylvania
Philadelphia, Pennsylvania (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2002

  1. Kabir K. Dutta & David F. Babbel, 2002. "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers 02-25, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  2. Kabir K. Dutta & David F. Babbel, 2002. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers 02-26, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

    2001

  1. David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers, 2001. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Center for Financial Institutions Working Papers 01-03, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

    1998

  1. David F. Babbel, 1998. "Components of Insurance Firm Value and the Present Value of Liabilities," Center for Financial Institutions Working Papers 98-18, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

    1997

  1. David F. Babbel & Anthony M. Santomero, 1997. "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers 96-16, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  2. David F. Babbel & Craig Merrill, 1997. "Economic Valuation Models for Insurers," Center for Financial Institutions Working Papers 97-44, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

    1996

  1. Babbel, D.F., 1996. "Insuring Sovereign Debt Against Default," World Bank - Discussion Papers 328, World Bank.

    1995

  1. McIsaac, Donald A. & Babbel, David F., 1995. "The World Bank primer on reinsurance," Policy Research Working Paper Series 1512, The World Bank. [Downloadable!]
  2. Babbel, David F. & Merrill, Craig & Panning, William, 1995. "Default risk and the effective duration of bonds," Policy Research Working Paper Series 1511, The World Bank. [Downloadable!]

    1991

  1. David F. Babbel & Laurence K. Eisenberg, 1991. "Quantity-adjusting options and forward contracts," Working Paper 91-15, Federal Reserve Bank of Atlanta.
  2. David F. Babbel & Laurence K. Eisenberg, 1991. "Generalized put-call parity," Working Paper 91-9, Federal Reserve Bank of Atlanta.
  3. Babbel, D.F. & Eisenberg, L.K., 1991. "Generalized put-Call parity," Weiss Center Working Papers 23-91, Wharton School - Weiss Center for International Financial Research.
  4. Babbel, D.F. & Eisenberg, L.K., 1991. "Quantity-adjusting Options and Forward Contracts," Weiss Center Working Papers 24-91, Wharton School - Weiss Center for International Financial Research.
  5. Babbel, D.F. & Eisenberg, L.K., 1991. "Quantity-Adjusting Options and Forward Contracts," Weiss Center Working Papers 29-91, Wharton School - Weiss Center for International Financial Research.

    1985

  1. David F. Babbel and Jaime Cuevas Dermody., 1985. "Optimal Insurance of the Common Form Under Moral Hazard," Research Program in Finance Working Papers 154, University of California at Berkeley.
  2. David F. Babbel and Eisaku Ohtsuka., 1985. "Aspects of Optimal Multiperiod Life Insurance," Research Program in Finance Working Papers 156, University of California at Berkeley.

    Undated

  1. David F. Babbel & Laurence K. Eisenberg, . "Generalized Put-Call Parity (Reprint 040)," Rodney L. White Center for Financial Research Working Papers 23-91, Wharton School Rodney L. White Center for Financial Research.
  2. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revised: 29-91)," Rodney L. White Center for Financial Research Working Papers 24-91, Wharton School Rodney L. White Center for Financial Research.
  3. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)," Rodney L. White Center for Financial Research Working Papers 29-91, Wharton School Rodney L. White Center for Financial Research.

Journal articles

    2005

  1. Kabir K. Dutta & David F. Babbel, 2005. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Journal of Business, University of Chicago Press, vol. 78(3), pages 841-870, May. [Downloadable!]

    1988

  1. Babbel, David F., 1988. "Interest rate dynamics and the term structure : A note," Journal of Banking & Finance, Elsevier, vol. 12(3), pages 401-417, September. [Downloadable!] (restricted)

    1985

  1. Babbel, David F, 1985. " The Price Elasticity of Demand for Whole Life Insurance," Journal of Finance, American Finance Association, vol. 40(1), pages 225-39, March. [Downloadable!] (restricted)

    1983

  1. Babbel, David F & Staking, Kim B, 1983. " A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979," Journal of Finance, American Finance Association, vol. 38(1), pages 149-70, March. [Downloadable!] (restricted)
  2. David F Babbel, 1983. "Determining The Optimum Strategy for Hedging Currency Exposure," Journal of International Business Studies, Palgrave Macmillan Journals, vol. 14(1), pages 133-139, March. [Downloadable!] (restricted)
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This page was last updated on 2008-9-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.