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Donald Keenan

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First Name:Donald
Middle Name:
Last Name:Keenan
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RePEc Short-ID:pke193
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Affiliation

Théorie Économique, Modélisation, Application (THEMA)
Université de Cergy-Pontoise

Cergy-Pontoise, France
https://thema.u-cergy.fr/
RePEc:edi:themafr (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Donald C. Keenan & Taewon Kim & Daniel C. Lee, 2019. "A Valuation Approach In Housing Boom And Bust Cycles," AfRES 2019-067, African Real Estate Society (AfRES).
  2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017. "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," THEMA Working Papers 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. Taewon Kim & Daniel Lee & Yalan Feng & Donald Keenan, 2016. "Mortgage Rates vs. the Corporate Bond Yield Index: Their Impact on the Housing Market in California during the Time of Qes," ERES eres2016_267, European Real Estate Society (ERES).
  4. Donald C. Keenan & Nadeem Naqvi & Gerald Pech, 2011. "A Theory of Dynamic Tariff and Quota Retaliation," MAGKS Papers on Economics 201144, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  5. Keenan, D.E. & Kim, I. & Waren, R.S.Jr., 1993. "Voluntary Public-Good Provisions Under Uncertainty with Nash and Non-Nash Behavior," Papers 428, Georgia - College of Business Administration, Department of Economics.

Articles

  1. Keenan, Donald C. & Snow, Arthur, 2022. "Reversibly greater downside risk aversion by a prudence-based measure," Economics Letters, Elsevier, vol. 210(C).
  2. Donald C. Keenan & Arthur Snow, 2022. "Reversibly greater downside risk aversion," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 47(2), pages 327-338, September.
  3. Donald C. Keenan & Taewon Kim, 2022. "Closing the invisible hand: a rehabilitation of tâtonnement dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 681-711, July.
  4. Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim, 2021. "Spatial Dependence in Subprime Mortgage Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 1-24, January.
  5. Stephen L. Buschbom & James B. Kau & Donald C. Keenan & Constantine Lyubimov, 2021. "Delinquencies, Default and Borrowers' Strategic Behavior toward the Modification of Commercial Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 936-967, September.
  6. Donald C. Keenan & Arthur Snow, 2018. "Direction And Intensity Of Risk Preference At The Third Order," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 355-378, June.
  7. Keenan, Donald C. & Snow, Arthur, 2018. "Bringing order to rankings of utility functions by strong increases in nth order aversion to risk," Journal of Mathematical Economics, Elsevier, vol. 78(C), pages 35-44.
  8. Yalan Feng & Donald C. Keenan & Taewon Kim & Daniel C. Lee, 2017. "Housing Prices at the Time of QEs in California: Effect of Mortgage Rates," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(2), pages 1-6, April.
  9. Keenan, Donald C. & Snow, Arthur, 2017. "Greater parametric downside risk aversion," Journal of Mathematical Economics, Elsevier, vol. 71(C), pages 119-128.
  10. Donald C. Keenan & Arthur Snow, 2016. "Strong Increases in Downside Risk Aversion," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 41(2), pages 149-161, September.
  11. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Donald Keenan, 2015. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 439-464, May.
  12. Donald C. Keenan & Taewon Kim, 2015. "Uniqueness, stability, and local comparative statics for competitive equilibrium," International Journal of Economic Theory, The International Society for Economic Theory, vol. 11(2), pages 169-176, June.
  13. James Kau & Donald Keenan & Constantine Lyubimov, 2014. "First Mortgages, Second Mortgages, and Their Default," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 561-588, May.
  14. Calistus N Ngonghala & Mateusz M Pluciński & Megan B Murray & Paul E Farmer & Christopher B Barrett & Donald C Keenan & Matthew H Bonds, 2014. "Poverty, Disease, and the Ecology of Complex Systems," PLOS Biology, Public Library of Science, vol. 12(4), pages 1-9, April.
  15. Keenan, Donald C. & Kim, Taewon, 2013. "Diagonal dominance and global stability," Mathematical Social Sciences, Elsevier, vol. 65(3), pages 217-221.
  16. Michael D. Eriksen & James B. Kau & Donald C. Keenan, 2013. "The Impact of Second Loans on Subprime Mortgage Defaults," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(4), pages 858-886, December.
  17. James Kau & Donald Keenan & Constantine Lyubimov & V. Slawson, 2012. "Asymmetric Information in the Subprime Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 67-89, January.
  18. Matthew H Bonds & Andrew P Dobson & Donald C Keenan, 2012. "Disease Ecology, Biodiversity, and the Latitudinal Gradient in Income," PLOS Biology, Public Library of Science, vol. 10(12), pages 1-12, December.
  19. Keenan, Donald C. & Snow, Arthur, 2012. "Ross risk vulnerability for introductions and changes in background risk," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 197-206.
  20. Donald Keenan & Arthur Snow, 2012. "The Schwarzian derivative as a ranking of downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 44(2), pages 149-160, April.
  21. James Kau & Donald Keenan & Henry Munneke, 2012. "Racial Discrimination and Mortgage Lending," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 289-304, August.
  22. James Kau & Donald Keenan & Xiaowei Li, 2011. "An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects," The Journal of Real Estate Finance and Economics, Springer, vol. 42(1), pages 51-67, January.
  23. Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011. "Subprime mortgage default," Journal of Urban Economics, Elsevier, vol. 70(2-3), pages 75-87, September.
  24. James Kau & Donald Keenan & Alexey Smurov, 2011. "Leverage and Mortgage Foreclosures," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 393-415, May.
  25. Keenan, Donald C. & Snow, Arthur, 2010. "Greater prudence and greater downside risk aversion," Journal of Economic Theory, Elsevier, vol. 145(5), pages 2018-2026, September.
  26. James Kau & Donald Keenan & Yildiray Yildirim, 2009. "Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 107-117, August.
  27. Keenan, Donald C. & Snow, Arthur, 2009. "Greater downside risk aversion in the large," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1092-1101, May.
  28. Donald Keenan & Donald Rudow & Arthur Snow, 2008. "Risk preferences and changes in background risk," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 139-152, April.
  29. Donald C. Keenan & Iltae Kim & Ronald S. Warren, 2006. "The Private Provision of Public Goods under Uncertainty: A Symmetric‐Equilibrium Approach," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 8(5), pages 863-873, December.
  30. James Kau & Donald Keenan & Alexey Smurov, 2006. "Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 183-196, November.
  31. Keenan, Donald, 2004. "Foundations of non-cooperative game theory, Klaus Ritzberger, Oxford University Press, Oxford, 2000/2, 353 pages, ISBN: 019924785, $80.00, paperback 353 pages, ISBN: 019924786, $29.95, hardcover," Journal of Economic Psychology, Elsevier, vol. 25(5), pages 675-677, October.
  32. Donald C. Keenan & Arthur Snow, 2003. "Locally Greater Vulnerability to Background Risk," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 28(2), pages 161-172, December.
  33. Keenan, Donald C & Snow, Arthur, 2002. "Greater Downside Risk Aversion," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 267-277, May.
  34. Keenan, Donald C., 2001. "Aggregate Substitution Effects Implying Global Stability," Journal of Economic Theory, Elsevier, vol. 101(1), pages 317-329, November.
  35. Keenan, Donald & Kim, Taewon, 2000. "The law of demand implies limits to chaos," Economics Letters, Elsevier, vol. 69(3), pages 313-317, December.
  36. Kau, James B. & Keenan, Donald C., 1999. "Patterns of rational default," Regional Science and Urban Economics, Elsevier, vol. 29(6), pages 765-785, November.
  37. Donald Keenan & Arthur Snow, 1999. "A Complete Characterization of Potential Compensation Tests of Hicksian Welfare Measures," Canadian Journal of Economics, Canadian Economics Association, vol. 32(1), pages 215-233, February.
  38. James Kau & Donald Keenan, 1999. "Catastrophic Default and Credit Risk for Lending Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 15(2), pages 87-102, March.
  39. Jimmy E. Hilliard & James B. Kau & Donald C. Keenan & Walter J. Muller, III, 1995. "Pricing a Class of American and European Path Dependent Securities," Management Science, INFORMS, vol. 41(12), pages 1892-1899, December.
  40. Kau, James B. & Keenan, Donald C. & Muller III, Walter J. & Epperson, James F., 1995. "The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment," The Journal of Real Estate Finance and Economics, Springer, vol. 11(1), pages 5-36, July.
  41. Kau James B. & Keenan Donald C. & Kim Taewon, 1994. "Default Probabilities for Mortgages," Journal of Urban Economics, Elsevier, vol. 35(3), pages 278-296, May.
  42. James B. Kau & Donald C. Keenan & Taewon Kim, 1993. "Transaction Costs, Suboptimal Termination and Default Probabilities," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(3), pages 247-263, September.
  43. Kau, James B & Keenan, Donald C & Muller, Walter J, III & Epperson, James F, 1993. "Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages," The Journal of Business, University of Chicago Press, vol. 66(4), pages 595-618, October.
  44. Keenan, Donald C. & O'Brien, Mike J., 1993. "Competition, collusion, and chaos," Journal of Economic Dynamics and Control, Elsevier, vol. 17(3), pages 327-353, May.
  45. Chin, Lawrence K. H. & Kau, James B. & Keenan, Donald C. & Muller, Walter III, 1992. "A note on bias resulting from imposing expedient conditions on mortgage valuation models," Journal of Housing Economics, Elsevier, vol. 2(2), pages 185-198, June.
  46. Kau, James B & Keenan, Donald C. & Muller III, Walter J. & Epperson, James F., 1990. "Pricing Commercial Mortgages and Their Mortgage-Backed Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 3(4), pages 333-356, December.
  47. James B. Kau & Donald C. Keenan & Walter J. Muller & James F. Epperson, 1990. "The Valuation and Analysis of Adjustable Rate Mortgages," Management Science, INFORMS, vol. 36(12), pages 1417-1431, December.
  48. Keenan, Donald C, 1990. "Morishima Systems and Global Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(1), pages 11-16, February.
  49. Keenan, Donald & Rubin, Paul H., 1988. "Shadow interest groups and safety regulation," International Review of Law and Economics, Elsevier, vol. 8(1), pages 21-36, June.
  50. James B. Kau & Donald Keenan, 1987. "Taxes, Points and Rationality in the Mortgage Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 15(3), pages 168-184, September.
  51. Kau, James B. & Keenan, Donald C. & Muller, Walter III & Epperson, James F., 1987. "The valuation and securitization of commercial and multifamily mortgages," Journal of Banking & Finance, Elsevier, vol. 11(3), pages 525-546, September.
  52. James B. Kau & Donald C. Keenan & Walter J. Muller & James F. Epperson, 1985. "Rational Pricing of Adjustable Rate Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(2), pages 117-128, June.
  53. James F. Epperson & James B. Kau & Donald C. Keenan & Walter J. Muller, 1985. "Pricing Default Risk in Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(3), pages 261-272, September.
  54. Donald Keenan & Paul Rubin, 1985. "The limits of the equity-efficiency tradeoff," Public Choice, Springer, vol. 47(3), pages 425-436, January.
  55. Keenan, Donald, 1985. "Global stability for homothetic preferences in a distribution economy," Economics Letters, Elsevier, vol. 18(2-3), pages 101-104.
  56. Kau, James B. & Keenan, Donald, 1983. "Inflation, taxes and housing: A theoretical analysis," Journal of Public Economics, Elsevier, vol. 21(1), pages 93-104, June.
  57. James B. Kau & Donald Keenan & Paul H. Rubin, 1982. "A General Equilibrium Model of Congressional Voting," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 97(2), pages 271-293.
  58. Keenan, Donald, 1982. "Uniqueness and global stability in general equilibrium theory," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 23-25, January.
  59. Kau, James B. & Keenan, Donald, 1981. "On the theory of interest rates, consumer durables, and the demand for housing," Journal of Urban Economics, Elsevier, vol. 10(2), pages 183-200, September.
  60. Keenan, Donald, 1981. "Further remarks on the Global Newton method," Journal of Mathematical Economics, Elsevier, vol. 8(2), pages 159-165, July.
  61. Keenan, Donald & Rubin, Paul H, 1981. "The Output Distribution Frontier: Comment," American Economic Review, American Economic Association, vol. 71(4), pages 796-799, September.
  62. Kau, James B. & Keenan, Donald, 1980. "The Theory of Housing and Interest Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(4), pages 833-847, November.

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  1. NEP-RMG: Risk Management (1) 2017-11-05

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