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Darrell Duffie

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affiliation: Stanford University, Graduate School of Business, USA

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2010 – 2019

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2018
[j8]
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Darrell Duffie, Lei Qiao, Yeneng Sun:
Dynamic directed random matching. J. Econ. Theory 174: 124-183 (2018)
[j7]
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Darrell Duffie:
Financial Regulatory Reform After the Crisis: An Assessment. Manag. Sci. 64(10): 4835-4857 (2018)
2016
[j6]
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Rama Cont, Darrell Duffie, Paul Glasserman, Chris Rogers, Fernando Vega-Redondo:
Preface to the Special Issue on Systemic Risk: Models and Mechanisms. Oper. Res. 64(5): 1053-1055 (2016)
2014
[j5]
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Darrell Duffie, Semyon Malamud, Gustavo Manso:
Information percolation in segmented markets. J. Econ. Theory 153: 1-32 (2014)
2012
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Darrell Duffie, Yeneng Sun:
The exact law of large numbers for independent random matching. J. Econ. Theory 147(3): 1105-1139 (2012)
2010
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Darrell Duffie, Semyon Malamud, Gustavo Manso:
The relative contributions of private information sharing and public information releases to information aggregation. J. Econ. Theory 145(4): 1574-1601 (2010)

2000 – 2009

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2004
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Amir Dembo, Jean-Dominique Deuschel, Darrell Duffie:
Large portfolio losses. Finance Stochastics 8(1): 3-16 (2004)
2001
[j1]
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Darrell Duffie, Jun Pan:
Analytical value-at-risk with jumps and credit risk. Finance Stochastics 5(2): 155-180 (2001)

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