Publications

Investment Under Uncertainty and Time-Inconsistent Preferences

Steven Grenadier, Neng Wang

Journal of Financial Economics April2007 Vol. 84 Issue 1 Pages 2-39.

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

Xavier Gabaix, Arvind Krishnamurthy, Oliver Vigneron

Journal of Finance April2007 Vol. 62 Issue 2 Pages 557-595.

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

Hanno Lustig, Adrien Verdelhan

American Economic Review March2007 Vol. 97 Issue 1 Pages 89-117.

Common Failings: How Corporate Defaults Are Correlated

Darrell Duffie, Sanjiv R. Das, Nikunj Kapadia, Leandro Saita

Journal of Finance February2007 Vol. LXII Issue 1 Pages 93-117.

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

Kenneth J. Singleton, Qiang Dai, Wei Yang

Review of Financial Studies February2007 Vol. 20 Issue 5 Pages 1669.

Baby Boomer Retirement Security: The Role of Planning, Financial Literacy, and Housing Wealth

Annamaria Lusardi, Olivia S. Mitchell

Journal of Monetary Economics January2007 Vol. 54 Issue 1 Pages 205–224.

Agency and Optimal Investment Dynamics

Peter M. DeMarzo

Review of Financial Studies 2007 Vol. 20 Pages 151-188.

Existence of Independent Random Matching

Darrell Duffie, Yeneng Sun

The Annals of Applied Probability 2007 Vol. 17 Issue 1 Pages 386-419.

Information Percolation in Large Markets

Darrell Duffie, Gustavo Manso

American Economic Review: Papers and Proceedings, 2007 2007 Pages 203-209.

Managerial Ability, Compensation and the Closed-End Fund Discount

Jonathan B. Berk, Richard Stanton

Journal of Finance 2007 Vol. 62 Issue 2 Pages 529-556.

Multi-period corporate default prediction with stochastic covariates

Darrell Duffie, Leandro Saita, Ke Wang

Journal of Financial Economics 2007 Vol. 83 Pages 635-665.

Optimal Long-Term Financial Contracting

Peter M. DeMarzo, Michael J. Fishman

Review of Financial Studies 2007 Vol. 20 Issue 6 Pages 2079-2128.

Systemic Illiquidity in the Federal Funds Market

Darrell Duffie, Adam B. Ashcraft

American Economic Review: Papers and Proceedings, 2007 2007 Vol. 97 Pages 221-225.

Technological Innovation and Real Investment Booms and Busts

Peter M. DeMarzo, Ron Kaniel, Ilan Kremer

Journal of Financial Economics 2007 Vol. 85 Issue 3 Pages 735-754.

Valuation in Over-the-Counter Markets

Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen

The Review of Financial Studies 2007 Vol. 20 Pages 1865-1900.

Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model

Peter M. DeMarzo, Yuliy Sannikov

Journal of Finance December2006 Vol. 61 Issue 6 Pages 2681-2724.

Venture Capital, Agency Costs, and the False Dichotomy of the Corporation

Robert P. Bartlett

UCLA Law Review October2006 Vol. 54 Pages 37.

Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions

Daniel Bergstresser, Mihir Desai, Joshua D. Rauh

The Quarterly Journal of Economics February12006 Vol. 121 Issue 1 Pages 157-195.

Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans

Joshua D. Rauh

The Journal of Finance February2006 Vol. 61 Issue 1 Pages 33-71.

Bubbles and Capital Flow Volatility: Causes and Risk Management

Arvind Krishnamurthy, Ricardo J. Caballero

Journal of Monetary Economics January2006 Vol. 53 Issue 1 Pages 35-53.