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~language:"eng"
~language:"kaz"
~person:"Duffie, Darrell"
~subject:"CAPM"
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Duffie, Darrell
Campbell, John Y.
47
Stambaugh, Robert F.
47
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40
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38
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37
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36
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4
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2
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1
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ECONIS (ZBW)
21
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1
Asset pricing with stochastic differential utility
Duffie, Darrell
;
Epstein, Larry G.
-
1991
Persistent link: https://www.econbiz.de/10000827226
Saved in:
2
The consumption-based capital asset pricing model
Duffie, Darrell
;
Zame, William R.
-
1988
Persistent link: https://www.econbiz.de/10000754760
Saved in:
3
Dynamic asset pricing
theory
Duffie, Darrell
-
1992
Persistent link: https://www.econbiz.de/10000322723
Saved in:
4
Dynamic asset pricing
theory
Duffie, Darrell
-
1996
-
2. ed.
Persistent link: https://www.econbiz.de/10009700845
Saved in:
5
Over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
Saved in:
6
Over-the-counter markets
Duffie, Darrell
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002367589
Saved in:
7
Intertemporal asset pricing
theory
Duffie, Darrell
-
2003
Persistent link: https://www.econbiz.de/10001832879
Saved in:
8
Dynamic asset pricing
theory
Duffie, Darrell
-
2001
-
Third edition
Persistent link: https://www.econbiz.de/10001552032
Saved in:
9
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
Saved in:
10
Asset pricing with heterogeneous consumers
Kōnstantinidēs, Giōrgos
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10001198626
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