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Insider Trading, Stochastic Liquidity and Equilibrium Prices
by
Collin-Dufresne, Pierre
2012
Format:
Electronic
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Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs
by
Collin-Dufresne, Pierre
2010
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Electronic
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Liquidity Regimes and Optimal Dynamic Asset Allocation
by
Collin-Dufresne, Pierre
2018
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Electronic
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Moral Hazard, Informed Trading, and Stock Prices
by
Collin-Dufresne, Pierre
2013
Format:
Electronic
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On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches
by
Collin-Dufresne, Pierre
2010
Format:
Electronic
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Parameter Learning in General Equilibrium The Asset Pricing Implications
by
Collin-Dufresne, Pierre
2013
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Electronic
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Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options
by
Benzoni, Luca
2005
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Electronic
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Do prices reveal the presence of informed trading?
by
Collin-Dufresne, Pierre
2012
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Electronic
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Optimal Dynamic Asset Allocation with Transaction Costs
by
Collin-Dufresne, Pierre
2024
Format:
Electronic
Location
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