5 Stanford GSB Faculty Publications

5 Articles

2 Darrell Duffie 1 Jonathan Berk 1 Kenneth Singleton 1 Paul Pfleiderer

5 Finance

2 Journal of Economic Theory 2 Journal of Financial Economics 1 Review of Pacific Basin Financial Markets and Policies

2 E00 2 economic models 2 exact law of large numbers 2 population dynamics 2 random mutation 1 C02 1 D83 1 G10 1 G11 1 G20 1 G23 1 Gaussian distribution 1 J24 1 J31 1 J64 1 Markov processes 1 VIX 1 alpha 1 assets (accounting) 1 black swans 1 capital market 1 conditional S&P returns 1 cross-sectional method 1 directed search 1 economic impact 1 economic structure 1 enduring partnerships 1 executive ability (management) 1 factor model 1 fat tails 1 filtering 1 financial crises 1 financial crisism 1 financial markets 1 independent dynamic random matching 1 independent random matching 1 labor economics 1 law of large numbers 1 macro-finance term structure model 1 managerial skill 1 mathematical constants 1 microfinance 1 model failure 1 monetary theory 1 mutual funds 1 no-arbitrage model 1 pricing 1 rate of return 1 search 1 standard deviations 1 statics 1 units of measurement 1 unknown unknowns 1 value (economics) 1 value-added resellers More