Publications

Five Myths of Active Portfolio Management

Jonathan B. Berk

Journal of Portfolio Management 2005 Vol. 31 Issue 3 Pages 27-31.

Over-The-Counter Markets

Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen

Econometrica 2005 Vol. 73 Issue 6 Pages 1815–1847.

Self-Regulation and Government Oversight

Peter M. DeMarzo

Review of Economic Studies 2005 Vol. 72 Pages 687-706.

The Pooling and Tranching of Securities: A Model of Informed Intermediation

Peter M. DeMarzo

Review of Financial Studies 2005 Vol. 18 Pages 1-35.

Inflation Targeting and Sudden Stops

Arvind Krishnamurthy, Ricardo J. Caballero

The Inflation Target Debate NBER December2004 Pages 423-446.

Smoothing Sudden Stops

Arvind Krishnamurthy, Rocardo Caballero

Journal of Economic Theory November12004 Vol. 119 Pages 104-127.

Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

Darrell Duffie, Peter Glynn

Econometrica November2004 Vol. 72 Issue 6 Pages 1773-1808.

Liquidity Constraints, Household Wealth, and Entrepreneurship

Erik Hurst, Annamaria Lusardi

Journal of Political Economy April2004 Vol. 112 Issue 2 Pages 319–347.

Broadcasting Opinions with an Overconfident Sender

Anat R. Admati, Paul Pfleiderer

International Economic Review 2004 Vol. 45 Issue 2 Pages 467-498.

Diversification as a Public Good: Community Effects in Portfolio Choice

Peter M. DeMarzo, Ron Kaniel, Ilan Kremer

Journal of Finance 2004 Vol. 59 Issue 4 Pages 1677–1716.

Large portfolio losses

Darrell Duffie, Amir Dembo, Jean-Dominique Deuschel

Finance and Stochastics 2004 Vol. 8 Pages 3-16.

Mutual Fund Flows and Performance in Rational Markets

Jonathan B. Berk, Richard C. Green

Journal of Political Economy 2004 Vol. 112 Issue 6 Pages 1269-1295.

Regulating Exclusion from Financial Markets

Philip Bond, Arvind Krishnamurthy

The Review of Economic Studies 2004 Vol. 71 Issue 3 Pages 681-707.

The Valuation and Return Dynamics of New Ventures

Jonathan B. Berk, Richard C. Green, Vasant Naik

Review of Financial Studies 2004 Vol. 17 Pages 1-35.

Affine Processes and Applications in Finance

Darrell Duffie, D. Filipovic, W. Schachermayer

The Annals of Applied Probability August2003 Vol. 13 Issue 3 Pages 984-1053.

Collateral Constraints and the Amplification Mechanism

Arvind Krishnamurthy

Journal of Economic Theory August2003 Vol. 111 Issue 2 Pages 277-292.

Excessive Dollar Debt: Financial Development and Underinsurance

Ricardo J. Caballero, Arvind Krishnamurthy

The Journal of Finance April2003 Vol. 58 Issue 2 Pages 867-894.

Liquidation Risk

Darrell Duffie, Alexandre Ziegler

Financial Analysts Journal 2003 Vol. May/June Pages 42-51.

Market Pricing of Deposit Insurance

Darrell Duffie, Robert Jarrow, Amiyatosh Purnanandam, Wei Yang

Journal of Financial Services Research 2003 Vol. 24 Issue 2/3 Pages 93-119.

Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Darrell Duffie, Lasse Heje Pedersen, Kenneth J. Singleton

Journal of Finance 2003 Vol. 58 Issue 1 Pages 119-159.