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Dynamic asset pricing theory
Duffie, Darrell, (2001)
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham, (2001)
Stochastic finance
Širjaev, Alʹbert N., (2006)
Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks: discussion
Duffie, Darrell, (2008)
Competitive equilibria in general choice spaces
Duffie, Darrell, (1986)
Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell, (1998)