Publications

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.

PDE Solutions of Stochastic Differential Utility

Darrell Duffie, Pierre-Louis Lions

Journal of Mathematical Economics April1991 Vol. 21 Issue 6 Pages 577-606.

Mean-Variance Hedging in Continuous Time

Darrell Duffie, Henry R. Richardson

The Annals of Applied Probability February1991 Vol. 1 Issue 1 Pages 1-15.

The Arithmetic of Active Management

William F. Sharpe

The Financial Analysts' Journal January1991 Vol. 47 Issue 1 Pages 7-9.

Corporate Financial Hedging with Proprietary Information

Peter M. DeMarzo

Journal of Economic Theory 1991 Vol. 1991 Pages 261-286.

Joint Projects Without Commitment

Anat R. Admati, Motty Perry

Review of Economic Studies 1991 Vol. 58 Issue 2 Pages 259-276.

Sunshine Trading and Financial Market Equilibrium

Anat R. Admati, Paul Pfleiderer

Review of Financial Studies 1991 Vol. 4 Issue 3 Pages 443-481.

The Informational Role of Prices: A Review Essay

Anat R. Admati

Journal of Monetary Economics 1991 Vol. 28 Issue 2 Pages 347-361.

Optimal Hedging and Equilibrium in a Dynamic Futures Market

Darrell Duffie, Matthew O. Jackson

Journal of Economic Dynamics and Control February1990 Vol. 14 Issue 1 Pages 21-33.

Transactions Costs and Portfolio Choice in a Discrete-Continuous Time Setting

Darrell Duffie, Tong-sheng Sun

Journal of Economic Dynamics and Control February1990 Vol. 14 Issue 1 Pages 35-51.

Direct and Indirect Sale of Information

Anat R. Admati, Paul Pfleiderer

Econometrica 1990 Vol. 58 Issue 4 Pages 901-928.

Money in General Equilibrium Theory

Darrell Duffie

Handbook of Monetary Economics 1990 Vol. 1 Pages 81-100.

The Consumption-Based Capital Asset Pricing Model

Darrell Duffie, William Zame

Econometrica November1989 Vol. 57 Issue 6 Pages 1279.