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Selected Recent Papers by Christopher L. Culp


  • "OTC-Cleared Derivatives: Benefits, Costs, and Implications of the 'Dodd-Frank Wall Street Reform and Consumer Protection Act'." Journal of Applied Finance No. 2 (2010).
  • "Returns, Risk, and Financial Due Diligence." In Finance Ethics: Critical Issues in Theory and Practice. J. R. Boatright, ed. (Wiley, 2010). (with J. B. Heaton)
  • "Structured Financing Techniques in Oil and Gas Project Finance: Future-Flow Securitizations, Prepaids, Volumetric Production Payments, and Project Finance Collateralized Debt Obligations." In Energy and Environmental Project Finance Law and Taxation: New Investment Techniques. A. S. Kramer and P. C. Fusaro, eds. (Oxford University Press, 2010). (with J. Paul Forrester)
  • "Financial Transaction Taxes: The Issues and the Evidence." Cayman Financial Review No. 20 (2010Q3).
  • "The Shape of CDOs to Come." Cayman Financial Review No. 18 (2010Q1). (with J. Paul Forrester)
  • "Financial Transaction Taxes: Benefits and Costs." Compass Lexecon White Paper (March 2010).
  • "The Social Functions of Financial Derivatives." In Financial Derivatives: Pricing and Risk Management. Robert Kolb and James Overdahl, eds. (Wiley, 2010).
  • "Catastrophe Reinsurance and Risk Capital in the Wake of the Credit Crisis." Journal of Risk Finance Vol. 10, No. 5 (2009). (with Kevin J. O'Donnell)
  • "Contingent Capital vs. Contingent Reverse Convertibles for Banks and Insurance Companies." Journal of Applied Corporate Finance Vol. 21, No. 4(Fall 2009).
  • "The Economics of Naked Short Selling." Regulation (Spring 2008). (with J.B. Heaton)
  • "The Uses and Abuses of Finite Risk Reinsurance."" Journal of Applied Corporate Finance 17(3) (Summer 2005). (with J.B. Heaton)
  • "Contingent Capital: Integrating Corporate Financing and Risk Management Decisions." Journal of Applied Corporate Finance 15(1) (Spring 2002).
  • "The Revolution in Corporate Risk Management: A Decade of Innovations in Process and Products." Journal of Applied Corporate Finance 14(4) (Winter 2002).
  • "Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Different Solutions. Journal of Performance Measurement (Fall 1999). (with R. Mensink)
  • "The Case for an Indonesian Currency Board. Journal of Applied Corporate Finance. (Winter 1999). (with Steve H. Hanke and Merton H. Miller).
  • "Value at Risk for Asset Managers. Derivatives Quarterly 5(2) (Winter 1998). (with Ron Mensink and Andrea M. P. Neves).
  • "Financial Innovations in Leveraged Commercial Loan Markets. Journal of Applied Corporate Finance, 11(2) (Summer 1998). (with Andrea M. P. Neves)
  • "Value at Risk: Uses and Abuses." Journal of Applied Corporate Finance 10(4) (Winter 1998). (with Merton H. Miller and Andrea M. P. Neves)
  • "Risk Management by Securities Settlement Agents." Journal of Applied Corporate Finance 10(3) (Fall 1997). (with Andrea M. P. Neves)
  • "Hedging in the Theory of Corporate Finance." Journal of Applied Corporate Finance 8(1) (Spring 1995). (with Merton H. Miller)
  • "Auditing the Auditors." Risk 8(4) (April 1995). (with Merton H. Miller)
  • "Metallgesellschaft and the Economics of Synthetic Storage." Journal of Applied Corporate Finance 7(4) (Winter 1995). (with Merton H. Miller)
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