peter ritchken

20 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2765-6566

Department of Banking & Finance, Weatherhead School of Management, Case Western Reserve University, Cleveland, Ohio 44106

Publications

On the Interplay of Production Flexibility, Capital Structure, and Investment Timing — Manufacturing & Service Operations Management 2023
Capacity Investment, Production Flexibility, and Capital Structure — Production and Operations Management 2021
Reflections on “Risk Transmission Across Supply Chains” — Production and Operations Management 2021
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps — The Review of Financial Studies 2012
On Correlation and Default Clustering in Credit Markets — The Review of Financial Studies 2010
Competition and Diversification Effects in Supply Chains with Supplier Default Risk — Manufacturing & Service Operations Management 2007
Monitoring and Controlling Bank Risk: Does Risky Debt Help? — The Journal of Finance 2005
Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options — Management Science 2005
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets — The Journal of Finance 2003
Pricing Claims Under GARCH-Level Dependent Interest Rate Processes — Management Science 2001
Pricing Options under Generalized GARCH and Stochastic Volatility Processes — The Journal of Finance 1999
Lattice Models for Pricing American Interest Rate Claims — The Journal of Finance 1995
The Valuation of Path Dependent Contracts on the Average — Management Science 1993
Multinomial Approximating Models for Options with k State Variables — Management Science 1991
(m,T) Group Maintenance Policies — Management Science 1990
On Arbitrage-Free Pricing of Interest Rate Contingent Claims — The Journal of Finance 1990
On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds — Management Science 1989
Option Bounds with Finite Revision Opportunities — The Journal of Finance 1988
Contingent Claims Contracting for Purchasing Decisions in Inventory Management — Operations Research 1986
On Option Pricing Bounds — The Journal of Finance 1985