Analytical value-at-risk with jumps and credit risk. - Darrell Duffie; Jun Pan (Finance Stochastics, 2001)

Large portfolio losses. - Amir Dembo; Jean-Dominique Deuschel; Darrell Duffie (Finance Stochastics, 2004)

The relative contributions of private information sharing and public information releases to information aggregation. - Darrell Duffie; Semyon Malamud; Gustavo Manso (J. Econ. Theory, 2010)

The exact law of large numbers for independent random matching. - Darrell Duffie; Yeneng Sun (J. Econ. Theory, 2012)

Information percolation in segmented markets. - Darrell Duffie; Semyon Malamud; Gustavo Manso (J. Econ. Theory, 2014)

Preface to the Special Issue on Systemic Risk: Models and Mechanisms. - Rama Cont; Darrell Duffie; Paul Glasserman; Chris Rogers; Fernando Vega-Redondo (Oper. Res., 2016)

Dynamic directed random matching. - Darrell Duffie; Lei Qiao 005; Yeneng Sun (J. Econ. Theory, 2018)

Financial Regulatory Reform After the Crisis: An Assessment. - Darrell Duffie (Manag. Sci., 2018)