Darrell Duffie

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Nicolae GarleanuWashU Olin Business School在 wustl.edu 的電子郵件地址已通過驗證
Lasse Heje PedersenCopenhagen Business School, NYU, AQR, and CEPR在 cbs.dk 的電子郵件地址已通過驗證
Jun PanSAIF, Shanghai Jiao Tong University在 saif.sjtu.edu.cn 的電子郵件地址已通過驗證
Larry G EpsteinProfessor of Economics, McGill University在 mcgill.ca 的電子郵件地址已通過驗證
Gustavo MansoHaas School of Business, UC Berkeley在 berkeley.edu 的電子郵件地址已通過驗證
Damir FilipovicEPFL, Swiss Finance Institute在 epfl.ch 的電子郵件地址已通過驗證
Antje BerndtProfessor in Finance, Australian National University在 anu.edu.au 的電子郵件地址已通過驗證
Peter M. DeMarzoStanford University在 stanford.edu 的電子郵件地址已通過驗證
Jeremy C. SteinHarvard University在 harvard.edu 的電子郵件地址已通過驗證
Haoxiang ZhuAssociate Professor of Finance, MIT Sloan School of Management; Research Associate, NBER在 mit.edu 的電子郵件地址已通過驗證
Sanjiv DasSanta Clara University在 scu.edu 的電子郵件地址已通過驗證
Nikunj KapadiaProfessor, Finance, University of Massachusetts在 isenberg.umass.edu 的電子郵件地址已通過驗證
Hyun Song ShinEconomic Adviser and Head of Research, Bank for International Settlements在 bis.org 的電子郵件地址已通過驗證
Walter SchachermayerFakultät für Mathematik, Universität Wien在 univie.ac.at 的電子郵件地址已通過驗證
Yeneng SunNational University of Singapore在 nus.edu.sg 的電子郵件地址已通過驗證
Semyon MalamudProfessor在 epfl.ch 的電子郵件地址已通過驗證
John H. CochraneHoover Institution, Stanford University在 stanford.edu 的電子郵件地址已通過驗證
René StulzProfessor of Finance, Ohio State University在 osu.edu 的電子郵件地址已通過驗證
Anil KashyapEdward Eagle Brown Professor of Economics and Finance, University of Chicago在 chicagobooth.edu 的電子郵件地址已通過驗證
Douglas W. DiamondUniversity of Chicago Booth School of Business在 chicagobooth.edu 的電子郵件地址已通過驗證

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Darrell Duffie

Stanford University

在 stanford.edu 的電子郵件地址已通過驗證 - 首頁

finance central banking


標題按引用次數排序按年份排序按標題排序	引用次數引用次數	年份
Dynamic asset pricing theory D Duffie Princeton University Press, 2010	5442	2010
Transform analysis and asset pricing for affine jump‐diffusions D Duffie, J Pan, K Singleton Econometrica 68 (6), 1343-1376, 2000	4146	2000
Modeling term structures of defaultable bonds D Duffie, KJ Singleton The review of financial studies 12 (4), 687-720, 1999	4014	1999
A yield‐factor model of interest rates D Duffie, R Kan Mathematical finance 6 (4), 379-406, 1996	3381	1996
Credit risk: Pricing, measurement, and management KJ Singleton, D Duffie Princeton University Press, 2012	2151*	2012
An overview of value at risk D Duffie, J Pan Journal of derivatives 4 (3), 7-49, 1997	2129	1997
Term structures of credit spreads with incomplete accounting information D Duffie, D Lando Econometrica 69 (3), 633-664, 2001	1845	2001
Asset pricing with heterogeneous consumers GM Constantinides, D Duffie Journal of Political economy 104 (2), 219-240, 1996	1620	1996
Over‐the‐counter markets D Duffie, N Gârleanu, LH Pedersen Econometrica 73 (6), 1815-1847, 2005	1567	2005
Stochastic differential utility D Duffie, LG Epstein Econometrica: Journal of the Econometric Society, 353-394, 1992	1530	1992
Multi-period corporate default prediction with stochastic covariates D Duffie, L Saita, K Wang Journal of financial economics 83 (3), 635-665, 2007	1398	2007
Simulated moments estimation of Markov models of asset prices D Duffie, KJ Singleton Econometrica 61, 929-952, 1993	1351	1993
Affine processes and applications in finance D Duffie, D Filipović, W Schachermayer The Annals of Applied Probability 13 (3), 984-1053, 2003	1308	2003
An econometric model of the term structure of interest‐rate swap yields D Duffie, KJ Singleton The Journal of Finance 52 (4), 1287-1321, 1997	1177	1997
Corporate incentives for hedging and hedge accounting PM DeMarzo, D Duffie The review of financial studies 8 (3), 743-771, 1995	1159	1995
Presidential address: Asset price dynamics with slow‐moving capital D Duffie The Journal of finance 65 (4), 1237-1267, 2010	1030	2010
Credit swap valuation D Duffie Financial Analysts Journal 55 (1), 73-87, 1999	1007	1999
A liquidity‐based model of security design P DeMarzo, D Duffie Econometrica 67 (1), 65-99, 1999	996	1999
Risk and valuation of collateralized debt obligations D Duffie, N Garleanu Financial analysts journal 57 (1), 41-59, 2001	876	2001
Securities lending, shorting, and pricing D Duffie, N Garleanu, LH Pedersen Journal of Financial Economics 66 (2-3), 307-339, 2002	870	2002

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