Publications

A Simple Approach for Deciding when to Invest

Jonathan B. Berk

American Economic Review 1999 Vol. 89 Pages 1319-1326.

Morningstar’s Risk-Adjusted Ratings

William F. Sharpe

Financial Analysts Journal July1998 Vol. 54 Issue 4 Pages 21-33.

Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information

Peter M. DeMarzo

Journal of Economic Theory 1998 Vol. 80 Pages 123-152.

Design and Use of the Microsoft Excel Solver

Daniel Fylstra, Leon Lasdon, John G. Watson, Allan Waren

Interfaces 1998 Vol. 28 Issue 5 Pages 29-55.

On the Importance of the Precautionary Saving Motive

Annamaria Lusardi

American Economic Review 1998 Vol. 88 Issue 2 Pages 449–453.

The Optimal Enforcement of Insider Trading Regulations

Peter M. DeMarzo

Journal of Political Economy 1998 Vol. 1998 Pages 602-632.

Hedging in Incomplete Markets with HARA Utility

Darrell Duffie, Wendell Fleming, H. Mete Soner, Thaleia Zariphopoulou

Journal of Economic Dynamics and Control May1997 Vol. 21 Issue 4-5 Pages 753-782.

An Econometric Model of the Term Structure of Interest Rate Swap Yields

Darrell Duffie, Kenneth J. Singleton

Journal of Finance April1997 Vol. 52 Issue 4 Pages 1287-1321.

A Term Structure Model with Preferences for the Timing of the Resolution of Uncertainty

Darrell Duffie, Mark Schroder

Economic Theory January1997 Vol. 9 Issue 1 Pages 3-22.

Does It All Add Up? Benchmarks and the Compensation of Active Portfolio Managers

Anat R. Admati, Paul Pfleiderer

The Journal of Business 1997 Vol. 70 Issue 3 Pages 323-350.

Does Size Really Matter?

Jonathan B. Berk

Financial Analysts Journal 1997 Vol. 53 Pages 12-18.

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.