Publications

Computing Equilibria of GEI using the Grassmann Manifold and Relocalization

Peter M. DeMarzo

Journal of Mathematical Economics 1996 Vol. 26 Pages 479-497.

Computing Equilibria when Asset Markets are Incomplete

Peter M. DeMarzo

Econometrica 1996 Vol. 64 Pages 1-27.

Computing Zeros of Sections of Vector Bundles using Homotopies and Relocalization

Peter M. DeMarzo

Mathematics of Operations Research 1996 Vol. 21 Pages 26-43.

Dynamic Capital Structure Under Managerial Entrenchment

Jeffrey Zwiebel

American Economic Review 1996 Vol. 86 Issue 5 Pages 1197-1215.

Intra-firm Bargaining Under Nonbinding Contracts

Lars A. Stole, Jeffrey Zwiebel

Review of Economic Studies 1996 Vol. 63 Issue 3 Pages 375-410.

The Price is Right, But Are the Bids? An Empirical Investigation of Rational Decision Making

Jonathan B. Berk, Eric Hughson, Kirk Vandezande

American Economic Review 1996 Vol. 86 Pages 954-970.

The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets

Steven Grenadier

Journal of Finance 1996 Vol. 51 Issue 5 Pages 1653–1679.

A Yield-Factor Model of Interest Rates

Darrell Duffie, Rui Kan

Mathematical Finance 1996 Vol. 6 Issue 4 Pages 379-406.

Efficient Monte Carlo Estimation of Security Prices

Darrell Duffie, Peter Glynn

The Annals of Applied Probability November1995 Vol. 5 Issue 4 Pages 897-905.

Corporate Incentives for Hedging and Hedge Accounting

Peter M. DeMarzo, Darrell Duffie

Review of Financial Studies July1995 Vol. 8 Issue 3 Pages 743–771.

Black’s Consol Rate Conjecture

Darrell Duffie, Jin Ma, Jiongmin Yong

The Annals of Applied Probability May1995 Vol. 5 Issue 2 Pages 356-382.

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.