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Admissible surplus dynamics and the government debt puzzle
Collin-Dufresne, Pierre
;
Hugonnier, Julien
;
Perazzi, Elena
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2024
Persistent link: https://www.econbiz.de/10015067117
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Pricing of risk in credit and equity index options : a role for option order flow?
Collin-Dufresne, Pierre
;
Trolle, Anders B.
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2024
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This version: September 30, 2024
Persistent link: https://www.econbiz.de/10015110563
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3
Optimal dynamic asset allocation with transaction costs : the role of hedging demands
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
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2024
Persistent link: https://www.econbiz.de/10015110582
Saved in:
4
Is the bond market competitive? : evidence from the ECB's asset purchase program
Breckenfelder, Johannes
;
Collin-Dufresne, Pierre
; …
-
2024
Persistent link: https://www.econbiz.de/10015110596
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