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Search: "Dufresne, Pierre Collin"
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5
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2
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ECONIS (ZBW)
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1
Insider trading with penalties
Carré, Sylvain
;
Collin-Dufresne, Pierre
;
Gabriel, Franck
- In:
Journal of economic theory
203
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013374954
Saved in:
2
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
3
Asset pricing when "this time is different"
Collin-Dufresne, Pierre
;
Johannes, Michael
;
Lochstoer, …
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 505-538
Persistent link: https://www.econbiz.de/10011746113
Saved in:
4
Parameter learning in general equilibrium : the asset pricing implications
Collin-Dufresne, Pierre
;
Johannes, Michael
;
Lochstoer, …
- In:
The American economic review
106
(
2016
)
3
,
pp. 664-698
Persistent link: https://www.econbiz.de/10011456945
Saved in:
5
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
6
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
The journal of finance : the journal of the American …
70
(
2015
)
4
,
pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
Saved in:
7
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Saved in:
8
On bounding credit-event risk premia
Bai, Jennie
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
9
,
pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
Saved in:
9
Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
Saved in:
10
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
11
Identification of maximal affine term structure models
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 743-795
Persistent link: https://www.econbiz.de/10003822769
Saved in:
12
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
13
Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
Saved in:
14
A general formula for valuing defaultable securities
Collin-Dufresne, Pierre
;
Goldstein, R.
;
Hugonnier, J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1377-1407
Persistent link: https://www.econbiz.de/10002197421
Saved in:
15
Pricing swaptions within an affine framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001718682
Saved in:
16
Do credit spreads reflect stationary leverage ratios?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1929-1957
Persistent link: https://www.econbiz.de/10001615438
Saved in:
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