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Dynamic asset pricing theory
Duffie, Darrell, (2001)
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham, (2001)
Dynamic asset beta measurement
Chen, Brandon, (2012)
Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks: discussion
Duffie, Darrell, (2008)
Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell, (1998)
The nature of incomplete security markets
Duffie, Darrell, (1992)