Publications

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.

Persuasion Bias, Social Influence, and Unidimensional Opinions

Peter M. DeMarzo, Dimitri Vayanos, Jeffrey Zwiebel

Quarterly Journal of Economics 2003 Vol. 118 Issue 3 Pages 909-968.

Term Structure Dynamics in Theory and Reality

Kenneth J. Singleton, Qiang Dai

Review of Financial Studies 2003 Vol. 16 Issue 3 Pages 631.

Securities Lending, Shorting, and Pricing

Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen

Journal of Financial Economics November2002 Vol. 66 Issue 2-3 Pages 307-339.

The Bond/Old-Bond Spread

Arvind Krishnamurthy

Journal of Financial Economics November2002 Vol. 66 Issue 2-3 Pages 463-506.

Universal State Prices and Asymmetric Information

Darrell Duffie, Rui Kan

Journal of Mathematical Economics September2002 Vol. 38 Issue 1-2 Pages 191-196.

Expectation puzzles, time-varying risk premia, and affine models of the term structure

Kenneth J. Singleton, Qiang Dai

Journal of Financial Economics March2002 Vol. 63 Issue 3 Pages 415.

A Dual Liquidity Model for Emerging Markets

Ricardo J. Caballero, Arvind Krishnamurthy

American Economic Review 2002 Vol. 92 Issue 2 Pages 33-37.

Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms

Steven Grenadier

Review of Financial Studies 2002 Vol. 15 Issue 3 Pages 691-721.

International and Domestic Collateral Constraints in a Model of Emerging Market Crises

Arvind Krishnamurthy, Ricardo J. Caballero

Journal of Monetary Economics December2001 Vol. 48 Issue 3 Pages 513-548.