Machine learning for continuous-time finance V Duarte, D Duarte, D Silva Review of Financial Studies, 2024 | 33 | 2024 |
Benchmarking machine-learning software and hardware for quantitative economics V Duarte, D Duarte, J Fonseca, A Montecinos Journal of Economic Dynamics and Control 111, 103796, 2020 | 16 | 2020 |
The systemic effects of benchmarking D Duarte, K Lee, G Schwenkler Available at SSRN 2646791, 2019 | 6 | 2019 |
Leverage and Capital Utilization D Duarte, H Galindo Gil, A Montecinos The European Journal of Finance 28 (8), 801-824, 2022 | 3 | 2022 |
Vanishing contagion spreads D Duarte, R Prieto, M Rindisbacher, YF Saporito Management Science 68 (1), 740-772, 2022 | 3 | 2022 |
Endogenous Asymmetric Money Illusion D Duarte, Y Saporito Journal of Banking & Finance, 2019 | 3 | 2019 |
Capital Structure and the Yield Curve Review of Corporate Finance Studies, 2022 | 2* | 2022 |
Compounding Money and Nominal-Price Illusions MO Caglayan, D Duarte, V Duarte, X Lu Management Science, 2024 | 1 | 2024 |
Tax policies and agency costs D Duarte, B Dupoyet, S Docgne, F Rouxelin Journal of Financial Research 46 (2), 383-409, 2023 | 1 | 2023 |
Variance of Deviation from Optimal Leverage MO Caglayan, D Duarte, X Lu Journal of Financial Research, 2024 | | 2024 |
Price Uncertainty and Debt Covenants: Evidence from US Oil Producers S Docgne, D Duarte Review of Corporate Finance Studies, 2022 | | 2022 |
The Effects of Risk Aversion and Money Illusion on the Components of Dividend Growth Rate D Duarte, H Galindo Gil, A Montecinos The European Journal of Finance 26 (6), 443-460, 2019 | | 2019 |
Equilibrium implications of interest rate smoothing D Duarte, R Prieto Quantitative Finance, 2019 | | 2019 |
The Impact of the Freedom of the Press on Risk D Duarte, Y Saporito, R Targino Available at SSRN 3218754, 2018 | | 2018 |