Publications

Corporate Conservatism and Relative Compensation

Jeffrey Zwiebel

Journal of Political Economy 1995 Vol. 103 Issue 1 Pages 1-25.

A Critique of Size Related Anomalies

Jonathan B. Berk

Review of Financial Studies 1995 Vol. 8 Pages 275-286.

Stationary Markov Equilibria

Darrell Duffie, J. Geanakoplos, A. Mas-Colell, A. McLennan

Econometrica July1994 Vol. 62 Issue 4 Pages 745-781.

Continuous Time Security Pricing: A Utility Gradient Approach

Darrell Duffie, Costis Skiadas

Journal of Mathematical Economics March1994 Vol. 23 Issue 2 Pages 107-131.

Efficient and Equilibrium Allocations with Stochastic Differential Utility

Darrell Duffie, Pierre-Yves Geoffard, Costis Skiadas

Journal of Mathematical Economics March1994 Vol. 23 Issue 2 Pages 133-146.

Large Shareholder Activism, Risk Sharing, and Financial Market Equilibrium

Anat R. Admati, Paul Pfleiderer, Josef Zechner

Journal of Political Economy 1994 Vol. 102 Issue 6 Pages 1097–1130.

Robust Financial Contracting and the Role of Venture Capitalists

Anat R. Admati, Paul Pfleiderer

Journal of Finance 1994 Vol. 49 Issue 2 Pages 371–402.

Arbitrage Pricing of Russian Options and Perpetual Lookback Options

Darrell Duffie, J. Michael Harrison

The Annals of Applied Probability August1993 Vol. 3 Issue 3 Pages 641-651.

Optimal Investment with Undiversifiable Income Risk

Darrell Duffie, Thaleia Zariphopoulou

Mathematical Finance April1993 Vol. 3 Issue 2 Pages 135-148.

Majority Voting and Corporate Control: The Rule of the Dominant Shareholder

Peter M. DeMarzo

Review of Economic Studies 1993 Vol. 60 Pages 713-734.

Simulated Moments Estimation of Markov Models of Asset Prices

Darrell Duffie, Kenneth J. Singleton

Econometrica 1993 Vol. 61 Issue 4 Pages 929-952.

The Timing of Information in a General Equilibrium Framework

Jonathan B. Berk, Harald Uhlig

Journal of Economic Theory 1993 Vol. 59 Pages 275-287.

Trading Volume

Anat R. Admati, Paul Pfleiderer

The New Palgrave Dictionary of Money and Finance 1993

Trading on Information in Financial Markets

Anat R. Admati, Paul Pfleiderer

The New Palgrave Dictionary of Money and Finance 1993

Pricing Continuously Resettled Contingent Claims

Darrell Duffie, Richard Stanton

Journal of Economic Dynamics and Control July1992 Vol. 16 Issue 3-4 Pages 561-573.

Stochastic Differential Utility

Darrell Duffie, Larry Epstein, Costis Skiadas

Econometrica March1992 Vol. 60 Issue 2 Pages 353.

From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process

Darrell Duffie, Philip Protter

Mathematical Finance January1992 Vol. 2 Issue 1 Pages 1-15.

Asset Pricing with Stochastic Differential Utility

Darrell Duffie

Review of Financial Studies 1992 Vol. 5 Issue 3 Pages 411-436.

Coalitions, Leadership, and Social Norms: The Power of Suggestion in Games

Peter M. DeMarzo

Games and Economic Behavior 1992 Vol. 4 Pages 72-100.

Sequential Banking

Peter M. DeMarzo

Journal of Political Economy 1992 Vol. 100 Pages 41-61.