Darrell Duffie

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Nicolae GarleanuWashU Olin Business SchoolVerificeret mail på wustl.edu
Lasse Heje PedersenCopenhagen Business School, NYU, AQR, and CEPRVerificeret mail på cbs.dk
Jun PanSAIF, Shanghai Jiao Tong UniversityVerificeret mail på saif.sjtu.edu.cn
Damir FilipovicEPFL, Swiss Finance InstituteVerificeret mail på epfl.ch
Larry G EpsteinProfessor of Economics, McGill UniversityVerificeret mail på mcgill.ca
Gustavo MansoHaas School of Business, UC BerkeleyVerificeret mail på berkeley.edu
Antje BerndtProfessor in Finance, Australian National UniversityVerificeret mail på anu.edu.au
Peter M. DeMarzoStanford UniversityVerificeret mail på stanford.edu
Jeremy C. SteinHarvard UniversityVerificeret mail på harvard.edu
Haoxiang ZhuAssociate Professor of Finance, MIT Sloan School of Management; Research Associate, NBERVerificeret mail på mit.edu
Walter SchachermayerFakultät für Mathematik, Universität WienVerificeret mail på univie.ac.at
Sanjiv DasSanta Clara UniversityVerificeret mail på scu.edu
Nikunj KapadiaProfessor, Finance, University of MassachusettsVerificeret mail på isenberg.umass.edu
Hyun Song ShinEconomic Adviser and Head of Research, Bank for International SettlementsVerificeret mail på bis.org
Yeneng SunNational University of SingaporeVerificeret mail på nus.edu.sg
Semyon MalamudProfessorVerificeret mail på epfl.ch
John H. CochraneHoover Institution, Stanford UniversityVerificeret mail på stanford.edu
René StulzProfessor of Finance, Ohio State UniversityVerificeret mail på osu.edu
Anil KashyapEdward Eagle Brown Professor of Economics and Finance, University of ChicagoVerificeret mail på chicagobooth.edu
Douglas W. DiamondUniversity of Chicago Booth School of BusinessVerificeret mail på chicagobooth.edu

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Darrell Duffie

Stanford University

Verificeret mail på stanford.edu - Startside

finance central banking


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
Dynamic asset pricing theory D Duffie Princeton University Press, 2010	5378	2010
Transform analysis and asset pricing for affine jump‐diffusions D Duffie, J Pan, K Singleton Econometrica 68 (6), 1343-1376, 2000	4061	2000
Modeling term structures of defaultable bonds D Duffie, KJ Singleton The review of financial studies 12 (4), 687-720, 1999	3950	1999
A yield‐factor model of interest rates D Duffie, R Kan Mathematical finance 6 (4), 379-406, 1996	3324	1996
Credit risk: Pricing, measurement, and management KJ Singleton, D Duffie Princeton University Press, 2012	2112*	2012
An overview of value at risk D Duffie, J Pan Journal of derivatives 4 (3), 7-49, 1997	2073	1997
Term structures of credit spreads with incomplete accounting information D Duffie, D Lando Econometrica 69 (3), 633-664, 2001	1803	2001
Asset pricing with heterogeneous consumers GM Constantinides, D Duffie Journal of Political economy 104 (2), 219-240, 1996	1606	1996
Over‐the‐counter markets D Duffie, N Gârleanu, LH Pedersen Econometrica 73 (6), 1815-1847, 2005	1513	2005
Stochastic differential utility D Duffie, LG Epstein Econometrica: Journal of the Econometric Society, 353-394, 1992	1479	1992
Multi-period corporate default prediction with stochastic covariates D Duffie, L Saita, K Wang Journal of financial economics 83 (3), 635-665, 2007	1354	2007
Simulated moments estimation of Markov models of asset prices D Duffie, KJ Singleton Econometrica 61, 929-952, 1993	1333	1993
Affine processes and applications in finance D Duffie, D Filipović, W Schachermayer The Annals of Applied Probability 13 (3), 984-1053, 2003	1279	2003
An econometric model of the term structure of interest‐rate swap yields D Duffie, KJ Singleton The Journal of Finance 52 (4), 1287-1321, 1997	1161	1997
Corporate incentives for hedging and hedge accounting PM DeMarzo, D Duffie The review of financial studies 8 (3), 743-771, 1995	1110	1995
Presidential address: Asset price dynamics with slow‐moving capital D Duffie The Journal of finance 65 (4), 1237-1267, 2010	996	2010
Credit swap valuation D Duffie Financial Analysts Journal 55 (1), 73-87, 1999	989	1999
A liquidity‐based model of security design P DeMarzo, D Duffie Econometrica 67 (1), 65-99, 1999	982	1999
Risk and valuation of collateralized debt obligations D Duffie, N Garleanu Financial analysts journal 57 (1), 41-59, 2001	868	2001
Securities lending, shorting, and pricing D Duffie, N Garleanu, LH Pedersen Journal of Financial Economics 66 (2-3), 307-339, 2002	864	2002

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