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Analytical value-at-risk with...
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Duffie, Darrell
501
Pan, Jun
120
Pedersen, Lasse Heje
49
Singleton, Kenneth J.
43
Manso, Gustavo
30
Wang, Jiang
25
Malamud, Semyon
23
Liu, Jun
22
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21
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19
Saita, Leandro
18
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17
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16
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14
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13
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13
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12
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11
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10
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10
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10
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9
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8
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7
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7
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7
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6
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451
Over-the-Counter Markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1848
Persistent link: https://www.econbiz.de/10006750275
Saved in:
452
Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
Duffie, Darrell
;
Glynn, Peter
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1773-1808
Persistent link: https://www.econbiz.de/10006754935
Saved in:
453
Dynamic asset pricing theory
Duffie, Darrell
;
Back, Kerry
- In:
Journal of economic literature
32
(
1994
)
2
,
pp. 708
Persistent link: https://www.econbiz.de/10006865335
Saved in:
454
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2
,
pp. 307-340
Persistent link: https://www.econbiz.de/10006508359
Saved in:
455
Information Percolation With Equilibrium Search Dynamics
Duffie, Darrell
;
Malamud, Semyon
;
Manso, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1513-1574
Persistent link: https://www.econbiz.de/10008318915
Saved in:
456
"The Failure Mechanics of Dealer Banks"
Duffie, Darrell
- In:
The journal of economic perspectives : EP ; a journal …
24
(
2010
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10008392083
Saved in:
457
The relative contributions of private information sharing and public information releases to information aggregation
Duffie, Darrell
;
Malamud, Semyon
;
Manso, Gustavo
- In:
Journal of economic theory
145
(
2010
)
4
,
pp. 1574-1602
Persistent link: https://www.econbiz.de/10008422699
Saved in:
458
Presidential Address: Asset Price Dynamics with Slow-Moving Capital
DUFFIE, DARRELL
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1237-1268
Persistent link: https://www.econbiz.de/10008434608
Saved in:
459
BOOK REVIEWS - 'Credit Risk. Pricing, Measurement, and Management'
Embrechts, P.
;
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Astin bulletin : the journal of the International …
34
(
2004
)
1
,
pp. 264-266
Persistent link: https://www.econbiz.de/10008214641
Saved in:
460
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:
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