Publications

Investment in Technological Innovations: An Option Pricing Approach (with Allen Weiss)

Steven Grenadier

Journal of Finanical Economics 1997 Vol. 44 Issue 3 Pages 397-416.

Necessary Conditions for the CAPM

Jonathan B. Berk

Journal of Economic Theory 1997 Vol. 73 Pages 245-257.

The Acquisition of Information in a Dynamic Market

Jonathan B. Berk

Economic Theory 1997 Vol. 9 Pages 441-451.

Household Savings: Micro Theories and Micro Facts

Martin Browning, Annamaria Lusardi

Journal of Economic Literature December1996 Vol. 34 Issue 4 Pages 1797–1855.

Recursive Valuation of Defaultable Securities and the Timing of the Resolution of Uncertainty

Darrell Duffie, Mark Schroder, Costis Skiadas

The Annals of Applied Probability November1996 Vol. 6 Issue 4 Pages 1075-1090.

Swap Rates and Credit Quality

Darrell Duffie, Ming Huang

The Journal of Finance July1996 Vol. 51 Issue 3 Pages 921-949.

Special Repo Rates

Darrell Duffie

The Journal of Finance June1996 Vol. 51 Issue 2 Pages 493-526.

Asset Pricing with Heterogeneous Consumers

Darrell Duffie, George Constantinides

Journal of Political Economy April1996 Vol. 104 Issue 2 Pages 219-240.

Permanent Income, Current Income and Consumption: Evidence from Two Panel Data Sets

Annamaria Lusardi

Journal of Business & Economic Statistics January1996 Vol. 14 Issue 1 Pages 81–90.

Computing Equilibria of GEI using the Grassmann Manifold and Relocalization

Peter M. DeMarzo

Journal of Mathematical Economics 1996 Vol. 26 Pages 479-497.

Computing Equilibria when Asset Markets are Incomplete

Peter M. DeMarzo

Econometrica 1996 Vol. 64 Pages 1-27.

Computing Zeros of Sections of Vector Bundles using Homotopies and Relocalization

Peter M. DeMarzo

Mathematics of Operations Research 1996 Vol. 21 Pages 26-43.

Dynamic Capital Structure Under Managerial Entrenchment

Jeffrey Zwiebel

American Economic Review 1996 Vol. 86 Issue 5 Pages 1197-1215.

Intra-firm Bargaining Under Nonbinding Contracts

Lars A. Stole, Jeffrey Zwiebel

Review of Economic Studies 1996 Vol. 63 Issue 3 Pages 375-410.

The Price is Right, But Are the Bids? An Empirical Investigation of Rational Decision Making

Jonathan B. Berk, Eric Hughson, Kirk Vandezande

American Economic Review 1996 Vol. 86 Pages 954-970.

The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets

Steven Grenadier

Journal of Finance 1996 Vol. 51 Issue 5 Pages 1653–1679.

A Yield-Factor Model of Interest Rates

Darrell Duffie, Rui Kan

Mathematical Finance 1996 Vol. 6 Issue 4 Pages 379-406.

Efficient Monte Carlo Estimation of Security Prices

Darrell Duffie, Peter Glynn

The Annals of Applied Probability November1995 Vol. 5 Issue 4 Pages 897-905.

Corporate Incentives for Hedging and Hedge Accounting

Peter M. DeMarzo, Darrell Duffie

Review of Financial Studies July1995 Vol. 8 Issue 3 Pages 743–771.

Black’s Consol Rate Conjecture

Darrell Duffie, Jin Ma, Jiongmin Yong

The Annals of Applied Probability May1995 Vol. 5 Issue 2 Pages 356-382.