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Large Portfolio Losses
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1
LARGE PORTFOLIO LOSSES
Dembo, Amir
;
Deuschel, Jean-Dominique
;
Duffie, Darrell
-
2002
Persistent link: https://www.econbiz.de/10006972578
Saved in:
2
Large portfolio losses
Dembo, Amir
;
Deuschel, Jean-Dominique
;
Duffie, Darrell
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10008215025
Saved in:
3
Is there a case for banning short speculation in sovereign bond markets?
Duffie, Darrell
- In:
Financial stability review : FSR
14
(
2010
),
pp. 55-59
Persistent link: https://www.econbiz.de/10009921103
Saved in:
4
Hedging in incomplete markets with HARA utility
Duffie, Darrell
;
Fleming, Wendell
;
Mete Soner, H.
; …
- In:
Journal of economic dynamics & control
21
(
1997
)
4-5
,
pp. 753-782
Persistent link: https://www.econbiz.de/10006792640
Saved in:
5
A Liquidity-Based Model of Security Design
Demarzo, Peter
;
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 65-100
Persistent link: https://www.econbiz.de/10006786516
Saved in:
6
Key mechanics of the US tri-party repo market
Copeland, Adam
;
Duffie, Darrell
;
Martin, Antoine
; …
- In:
Economic policy review
18
(
2012
)
3
,
pp. 17-28
Persistent link: https://www.econbiz.de/10010077287
Saved in:
7
Sovereign credit default swaps - Fixing the flaws in sovereign CDSs
Duffie, Darrell
;
Thukral, Mohit
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10009996121
Saved in:
8
Risk Topography : Comment
Duffie, Darrell
- In:
NBER macroeconomics annual
26
(
2011
),
pp. 177-183
Persistent link: https://www.econbiz.de/10010020203
Saved in:
9
Valuation in Over-the-Counter Markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The review of financial studies
20
(
2013
)
6
,
pp. 1865-1864
Persistent link: https://www.econbiz.de/10010114133
Saved in:
10
Capital Mobility and Asset Pricing
Duffie, Darrell
;
Strulovici, Bruno
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2469-2509
Persistent link: https://www.econbiz.de/10010046683
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