Darrell Duffie

According to our database1, Darrell Duffie authored at least 8 papers between 2001 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Homepages:

On csauthors.net:

Bibliography

2018
Financial Regulatory Reform After the Crisis: An Assessment.
Management Science, 2018

Dynamic directed random matching.
J. Economic Theory, 2018

2016
Preface to the Special Issue on Systemic Risk: Models and Mechanisms.
Operations Research, 2016

2014
Information percolation in segmented markets.
J. Economic Theory, 2014

2012
The exact law of large numbers for independent random matching.
J. Economic Theory, 2012

2010
The relative contributions of private information sharing and public information releases to information aggregation.
J. Economic Theory, 2010

2004
Large portfolio losses.
Finance and Stochastics, 2004

2001
Analytical value-at-risk with jumps and credit risk.
Finance and Stochastics, 2001


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