Darrell Duffie

Publication Activity (10 Years)

Years Active: 2001-2018
Publications (10 Years): 3

Top Topics

Assessment Tool

Pattern Matching

Top Venues

J. Econ. Theory

Publications

Darrell Duffie
Financial Regulatory Reform After the Crisis: An Assessment. Manag. Sci. 64 (10) (2018)
Darrell Duffie, Lei Qiao, Yeneng Sun
Dynamic directed random matching. J. Econ. Theory 174 (2018)
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) (2016)
Darrell Duffie, Semyon Malamud, Gustavo Manso
Information percolation in segmented markets. J. Econ. Theory 153 (2014)
Darrell Duffie, Yeneng Sun
The exact law of large numbers for independent random matching. J. Econ. Theory 147 (3) (2012)
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) (2010)
Amir Dembo, Jean-Dominique Deuschel, Darrell Duffie
Large portfolio losses. Finance Stochastics 8 (1) (2004)
Darrell Duffie, Jun Pan
Analytical value-at-risk with jumps and credit risk. Finance Stochastics 5 (2) (2001)