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Pierre Collin-Dufresne

SSRN Author Rank: 867 by Downloads and 483 by Citations

 

Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute


 Quartier UNIL-Dorigny, Bâtiment Extranef, # 211
 40, Bd du Pont-d'Arve
 CH-1015 Lausanne, CH-6900
 Switzerland
 email address

 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Pierre Collin-Dufresne's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
21,528
Total
Citations
970
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Martin, J. Spencer
University of Melbourne - Faculty of Business and Economics
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
24 Mar 00
2,555
(3,071)
367

2.  
The CDS-Bond Basis | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 51
Bai, Jennie
Georgetown University - Department of Finance
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
20 Mar 12
Last Revised:
19 Nov 13
1,566
(7,479)
19

3.  
'Maximal' Convenience Yield Model Implied by Commodity Futures | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Number of Pages in PDF File: 36
Casassus, Jaime
Pontificia Universidad Catolica de Chile
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
27 Feb 02
1,458
(8,263)
1

4.   Incl. Electronic Paper
Chen, Long
Cheung Kong Graduate School of Business
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
16 Mar 05
Last Revised:
01 Jul 11
1,220
(11,274)
84

5.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
16 Nov 99
1,134
(11,526)
63

6.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Fos, Vyacheslav
Boston College - Department of Finance
Posted:
16 Mar 12
Last Revised:
08 Sep 15
1,052
(14,222)
5

7.  
Stochastic Correlation and the Relative Pricing of Caps and Swaptions in a Generalized-Affine Framework | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Number of Pages in PDF File: 38
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
09 Oct 01
970
(15,787)
9

8.  
How Often Should You Take Tactical Asset Allocation Decisions? | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 15-27
Number of Pages in PDF File: 39
An, Byeong-Je
Nanyang Technological University (NTU) - Division of Banking & Finance
Ang, Andrew
Columbia Business School - Finance and Economics
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
07 Mar 15
923
(10,828)
 

9.  
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
16 Jan 06
867
(17,792)
50

10.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
23 Jun 03
678
(25,231)
8

11.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Fos, Vyacheslav
Boston College - Department of Finance
Posted:
17 Mar 12
Last Revised:
24 Feb 16
661
(28,054)
2

12.  
Pricing Swaptions within the Affine Framework | Show Abstract | Download This Paper | Open PDF in Browser |
Washington University Department of Finance WP
Number of Pages in PDF File: 24
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
09 May 01
635
(28,450)
20

13.  
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
11 Aug 05
567
(33,745)
18

14.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
13 Jun 00
524
(38,043)
2

15.  
Casassus, Jaime
Pontificia Universidad Catolica de Chile
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Routledge, Bryan
Carnegie Mellon University - David A. Tepper School of Business
Posted:
20 Mar 05
Last Revised:
01 Jul 11
470
(41,686)
12

16.   Incl. Electronic Paper
Belo, Frederico
University of Minnesota
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities
Posted:
19 Mar 12
Last Revised:
08 Mar 14
455
(45,914)
3

17.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
13 Jul 01
Last Revised:
01 Jul 11
448
(46,665)
65

18.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Posted:
28 Jun 03
441
(46,159)
9

19.  
A General Formula for Valuing Defaultable Securities | Show Abstract | Download This Paper | Open PDF in Browser |
Carnegie Mellon Department of Finance Working Paper
Number of Pages in PDF File: 26
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Hugonnier, Julien
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Posted:
17 Feb 03
427
(47,619)
41

20.   Incl. Electronic Paper
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
23 Jan 05
Last Revised:
01 Jul 11
404
(52,933)
14

21.  
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
05 Feb 07
Last Revised:
01 Jul 11
384
(53,918)
4

22.   Incl. Electronic Paper
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Helwege, Jean
UC Riverside
Posted:
05 Mar 12
Last Revised:
13 Jan 16
318
(70,107)
4

23.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities
Yang, Fan
University of Connecticut
Posted:
27 Jan 10
Last Revised:
01 Jul 11
308
(72,661)
7

24.  
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
27 Jan 10
Last Revised:
01 Jul 11
278
(74,720)
21

25.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Fos, Vyacheslav
Boston College - Department of Finance
Posted:
26 Sep 13
Last Revised:
21 Feb 15
277
(81,544)
1

26.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Johannes, Michael
Columbia University
Lochstoer, Lars A.
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
18 Mar 12
Last Revised:
19 Sep 15
271
(83,540)
9

27.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
12 Jan 07
248
(89,972)
20

28.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities
Helwege, Jean
UC Riverside
Posted:
27 Jan 10
Last Revised:
01 Jul 11
246
(92,656)
58

29.  
Bai, Jennie
Georgetown University - Department of Finance
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities
Helwege, Jean
UC Riverside
Posted:
13 Nov 12
Last Revised:
01 Mar 15
234
(97,629)
 

30.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Daniel, Kent D.
Columbia Business School - Finance and Economics
Moallemi, Ciamac C.
Columbia Business School - Decision Risk and Operations
Saglam, Mehmet
University of Cincinnati - Department of Finance - Real Estate
Posted:
17 Jun 15
152
(99,390)
 

31.  
Asset Pricing When 'This Time is Different' | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-73, Columbia Business School Research Paper No. 14-8
Number of Pages in PDF File: 70
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Johannes, Michael
Columbia University
Lochstoer, Lars A.
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
02 Jan 14
Last Revised:
29 Jan 16
104
(128,284)
 

32.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Posted:
01 Jun 06
45
(300,610)
18

33.  
Casassus, Jaime
Pontificia Universidad Catolica de Chile
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Routledge, Bryan
Carnegie Mellon University - David A. Tepper School of Business
Posted:
09 Mar 06
43
(308,867)
13

34.  
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Posted:
19 Jan 06
40
(308,867)
18

35.  
Benzoni, Luca
Federal Reserve Bank of Chicago - Research Department
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
Helwege, Jean
UC Riverside
Posted:
29 Jan 15
19
(369,258)
3

36.  
Informed Trading and Option Prices: Evidence from Activist Trading | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 15-55
Number of Pages in PDF File: 53
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Fos, Vyacheslav
Boston College - Department of Finance
Muravyev, Dmitriy
Boston College
Posted:
19 Oct 15
Last Revised:
23 Jul 16
0
(87,068)
 

37.  
A Short Introduction to Correlation Markets | Show Abstract |
Journal of Financial Econometrics, Vol. 7, Issue 1, pp. 12-29, 2009
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
03 Jan 09
 

38.  
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Hugonnier, Julien
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Posted:
09 Oct 01
Last Revised:
01 Jul 11
 

39.  
A Closed Form Formula for Valuing Mortgages | Show Abstract |
Journal of Real Estate Finance and Economics
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Harding, John P.
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Posted:
06 Dec 98
 


Records 1 - 39 of 39 matches
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