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Displacement risk and asset returns

Garleanu, Nicolae; Kogan, Leonid; Panageas, Stauros - In: Journal of financial economics 105 (2012) 3, pp. 511-522

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Young, old, conservative, and bold : the implications of heterogeneity and finite lives for asset pricing

Garleanu, Nicolae; Panageas, Stauros - In: Journal of political economy 123 (2015) 3, pp. 670-685

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What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles

Garleanu, Nicolae; Panageas, Stauros - In: Journal of financial economics 140 (2021) 1, pp. 54-73

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Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks: discussion

Duffie, Darrell - In: Handbook of the equity risk premium, (pp. 591-592). 2008

Persistent link: https://www.econbiz.de/10003599091

Term structures of credit spreads with incomplete accounting information D. Duffie and D. Lando

Duffie, Darrell; Lando, David - 1999

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Term structures of credit spreads with incomplete accounting information

Duffie, Darrell; Lando, David - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 633-664

Persistent link: https://www.econbiz.de/10001580789

Capital Mobility and Asset Pricing

Duffie, Darrell - 2011

We present a model for the equilibrium movement of capital between asset markets that are distinguished only by the levels of capital invested in each. Investment in that market with the greatest amount of capital earns the lowest risk premium. Intermediaries optimally trade off the costs of...

Persistent link: https://www.econbiz.de/10013121587

Capital mobility and asset pricing

Duffie, Darrell; Strulovici, Bruno - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2469-2509

Persistent link: https://www.econbiz.de/10009689511

Capital mobility and asset pricing

Duffie, Darrell; Strulovici, Bruno - 2011

Persistent link: https://www.econbiz.de/10009296395

Capital mobility and asset pricing

Duffie, Darrell; Strulovici, Bruno - 2009

Persistent link: https://www.econbiz.de/10003886168