//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
LARGE PORTFOLIO LOSSES
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
120
Theory
119
OTC market
40
OTC-Handel
40
CAPM
35
Finanzkrise
32
Kreditrisiko
31
Credit risk
30
Financial crisis
28
USA
28
United States
27
Welt
25
World
25
Wertpapierhandel
23
Search theory
22
Suchtheorie
22
Securities trading
20
Derivat
19
Derivative
19
Financial market
19
Finanzmarkt
19
Financial market regulation
18
Finanzmarktregulierung
18
Yield curve
18
Zinsstruktur
18
Asymmetric information
17
Asymmetrische Information
17
Clearing
17
Insolvency
17
Insolvenz
17
Financial clearing
16
Estimation
14
Risikoprämie
14
Schätzung
14
Benchmarking
13
Risk premium
13
Bank regulation
12
Bankenliquidität
12
Bankenregulierung
12
Börsenkurs
12
more ...
less ...
Online availability
All
Free
187
Undetermined
126
Type of publication
All
Book / Working Paper
278
Article
250
Type of publication (narrower categories)
All
Working Paper
83
Article in journal
80
Aufsatz in Zeitschrift
80
Graue Literatur
77
Non-commercial literature
77
Arbeitspapier
74
Aufsatz im Buch
12
Book section
12
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
3
Textbook
3
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference paper
1
Conference proceedings
1
Glossar enthalten
1
Glossary included
1
Hochschulschrift
1
Konferenzbeitrag
1
Rezension
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
294
Undetermined
232
Italian
2
Spanish
1
Author
All
Duffie, Darrell
501
Pedersen, Lasse Heje
44
Manso, Gustavo
30
Singleton, Kenneth J.
30
Malamud, Semyon
23
Garleanu, Nicolae
21
Saita, Leandro
18
Wang, Ke
17
Dembo, Amir
16
Gârleanu, Nicolae
14
Sun, Yeneng
14
Zhu, Haoxiang
14
Berndt, Antje
13
Dworczak, Piotr
13
Pan, Jun
13
Strulovici, Bruno
12
Deuschel, Jean-Dominique
10
Douglas, Rohan
10
Ferguson, Mark
10
Scheicher, Martin
10
Shin, Hyun Song
10
Vuillemey, Guillaume
10
Li, Ada
9
Kapadia, Nikunj
8
Yang, Yilin
8
Copeland, Adam
7
DeMarzo, Peter M.
7
Afonso, Gara
6
Antill, Samuel
6
DUFFIE, Darrell
6
Kan, Rui
6
Luck, Stephan
6
Rigon, Lorenzo
6
Skiadas, Costis
6
Campbell, John Y.
5
Chen, Daniel
5
Cochrane, John H.
5
Cooperman, Harry
5
DUFFIE, DARRELL
5
Diamond, Douglas W.
5
more ...
less ...
Institution
All
National Bureau of Economic Research
24
National Bureau of Economic Research (NBER)
16
Graduate School of Business, Stanford University
6
Bank for International Settlements (BIS)
3
Econometric Society
3
Hoover Institution on War Revolution & Peace, Stanford University
3
Society for Economic Dynamics - SED
3
Bank für Internationalen Zahlungsausgleich <Basel>
2
Federal Reserve Bank of New York
2
National Centre of Competence in ResearchFinancial Valuation and Risk Management
2
Bank of England
1
Becker Friedman Institute for Research in Economics, University of Chicago
1
C.E.P.R. Discussion Papers
1
Carnegie Mellon University, Tepper School of Business
1
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
East Asian Bureau of Economic Research (EABER)
1
European Central Bank
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
Oxford University Press
1
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Swiss Finance Institute
1
Swiss National Centre of Competence in Research North South <Bern>
1
UCLA Department of Economics
1
Université de Lausanne / Institut de gestion bancaire et financière
1
arXiv.org
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
NBER working paper series
25
NBER Working Paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Working paper / National Bureau of Economic Research, Inc.
20
NBER Working Papers
14
The journal of finance : the journal of the American Finance Association
13
The review of financial studies
13
Econometrica
11
Journal of economic theory
11
NYU Working Paper
10
Rock Center for Corporate Governance at Stanford University working paper series
9
Stanford University Graduate School of Business research paper
9
Stochastic Processes and their Applications
9
Working paper / National Bureau of Economic Research, Inc
9
Journal of Mathematical Economics
8
Journal of mathematical economics
8
Staff reports / Federal Reserve Bank of New York
8
Journal of Finance
7
Journal of Economic Theory
6
Journal of financial economics
6
Research Papers / Graduate School of Business, Stanford University
6
Journal of economic dynamics & control
5
Rock Center for Corporate Governance at Stanford University Working Paper
5
Staff Reports
5
Stanford University Graduate School of Business Research Paper
5
Working paper
5
BIS Working Papers
4
FINRISK Working Paper Series
4
FRB of New York Staff Report
4
Finance and stochastics
4
Financial analysts' journal : FAJ
4
Journal of Economic Dynamics and Control
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
4
Review of Financial Studies
4
Swiss Finance Institute Research Paper Series
4
The American economic review
4
The journal of economic perspectives : EP ; a journal of the American Economic Association
4
BIS Working Paper
3
BIS working papers
3
more ...
less ...
Source
All
ECONIS (ZBW)
297
RePEc
140
OLC EcoSci
60
USB Cologne (EcoSocSci)
12
USB Cologne (business full texts)
9
EconStor
9
Other ZBW resources
1
more ...
less ...
Showing
151
-
160
of
528
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
151
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
Saved in:
152
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
Saved in:
153
Simulating correlated defaults
Duffie, Darrell
;
Singleton, Kenneth J.
-
1998
Persistent link: https://www.econbiz.de/10001509438
Saved in:
154
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001571486
Saved in:
155
Term structures of credit spreads with incomplete accounting information
Duffie, Darrell
;
Lando, David
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
Saved in:
156
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:
157
Financial market innovation and security design : an introduction
Duffie, Darrell
- In:
Journal of economic theory
65
(
1995
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001178538
Saved in:
158
Hedging in incomplete markets with HARA utility
Duffie, Darrell
(
contributor
)
- In:
Journal of economic dynamics & control
21
(
1997
)
4
,
pp. 753-782
Persistent link: https://www.econbiz.de/10001221215
Saved in:
159
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
Saved in:
160
Swap rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Saved in:
First
Prev
12
13
14
15
16
17
18
19
20
21
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->