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Semyon Malamud

SSRN Author Rank: 3,289 by Downloads and 5,158 by Citations

 

Ecole Polytechnique Federale de Lausanne


 Lausanne, 1015
 Switzerland
 email address
 

Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland
 

Centre for Economic Policy Research (CEPR)


 77 Bastwick Street
 London, EC1V 3PZ
 United Kingdom
 email address

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. Semyon Malamud's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,403
Total
Citations
99
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Risk Adjusted Time Series Momentum | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-71
Number of Pages in PDF File: 65
Dudler, Martin
Quantica Capital
Gmuer, Bruno
Quantica Capital
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
23 Jun 14
Last Revised:
06 Jan 15
1,292
(5,848)
 

2.  
Capital Supply Uncertainty, Cash Holdings, and Investment | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-44
Number of Pages in PDF File: 84
Hugonnier, Julien
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Morellec, Erwan
Ecole Polytechnique Fédérale de Lausanne
Posted:
15 Aug 10
Last Revised:
07 May 14
877
(16,445)
9

3.   Incl. Electronic Paper
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Jouini, Elyes
Univ. Paris Dauphine - CEREMADE
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Napp, Clotilde
CNRS and Université Paris-Dauphine
Posted:
10 Dec 09
Last Revised:
22 Jun 15
619
(29,770)
9

4.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Wuthrich, Mario V.
RiskLab, ETH Zurich
Posted:
15 Mar 07
417
(47,917)
4

5.  
Gmuer, Bruno
Quantica Capital
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
01 Dec 13
Last Revised:
24 Jun 14
363
(49,596)
 

6.  
Price Impact and Portfolio Impact | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-26
Number of Pages in PDF File: 80
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
18 Jun 10
348
(58,970)
3

7.  
Asset Pricing in Heterogeneous Economies | Show Abstract | Download This Paper | Open PDF in Browser |
ETH Zurich Department of Mathematics Working Paper
Number of Pages in PDF File: 149
Lengwiler, Yvan
University of Basel - Department of Economics (WWZ)
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
14 Jul 05
216
(102,125)
5

8.  
Credit Market Frictions and Capital Structure Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper
Number of Pages in PDF File: 67
Hugonnier, Julien
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Morellec, Erwan
Ecole Polytechnique Fédérale de Lausanne
Posted:
16 Mar 12
Last Revised:
28 Jan 14
191
(113,788)
 

9.   Incl. Electronic Paper
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
08 Sep 09
Last Revised:
22 Jun 14
179
(123,172)
2

10.  
Optimal Securitization with Heterogeneous Investors | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-10
Number of Pages in PDF File: 66
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Rui, Huaxia
University of Rochester - Simon Business School
Whinston, Andrew B.
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
04 Mar 10
Last Revised:
16 Mar 10
175
(121,223)
 

11.  
Portfolio Selection with Options and Transaction Costs | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-08
Number of Pages in PDF File: 58
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
20 Feb 14
Last Revised:
24 Jun 14
174
(106,886)
 

12.   Incl. Electronic Paper
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
23 May 14
Last Revised:
08 Oct 14
173
(126,985)
 

13.  
Information Percolation with Equilibrium Search Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Econometrica, Vol. 77, No. 5, Swiss Finance Institute Research Paper No. 09-02
Number of Pages in PDF File: 61
Duffie, Darrell
Stanford University - Graduate School of Business
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Posted:
29 Jan 09
Last Revised:
27 Nov 09
168
(129,703)
19

14.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
05 Sep 06
158
(136,901)
3

15.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
10 Jul 06
156
(137,621)
5

16.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
02 Jun 07
144
(145,524)
 

17.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
09 Mar 10
Last Revised:
10 Jul 13
142
(150,730)
21

18.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
31 Oct 06
141
(146,358)
 

19.   Incl. Electronic Paper
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Zucchi, Francesca
Federal Reserve Board
Posted:
26 Sep 15
Last Revised:
19 Jun 16
137
(155,193)
 

20.  
Variance Covariance Orders and Median Preserving | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 09-13
Number of Pages in PDF File: 29
Trojani, Fabio
University of Geneva
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
22 Apr 09
131
(156,113)
 

21.  
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation | Show Abstract | Download This Paper | Open PDF in Browser |
Stanford University Graduate School of Business Research Paper No. 2023, Rock Center for Corporate Governance at Stanford University Working Paper No. 51, Swiss Finance Institute Research Paper No. 09-33
Number of Pages in PDF File: 39
Duffie, Darrell
Stanford University - Graduate School of Business
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Posted:
01 May 09
123
(165,685)
4

22.  
Optimal Risk Sharing with Limited Liability | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 12-05
Number of Pages in PDF File: 82
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Rui, Huaxia
University of Rochester - Simon Business School
Whinston, Andrew B.
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
11 Feb 12
118
(158,836)
1

23.   Incl. Electronic Paper
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
04 Feb 09
Last Revised:
22 Jun 14
113
(179,741)
1

24.  
Optimal Incentives and Securitization of Defaultable Assets | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-48
Number of Pages in PDF File: 73
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Rui, Huaxia
University of Rochester - Simon Business School
Whinston, Andrew B.
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
21 Oct 11
Last Revised:
03 Jul 12
101
(183,285)
4

25.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
30 Mar 07
100
(192,045)
 

26.  
Endogenous Completeness of Diffusion Driven Equilibrium Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 09-41
Number of Pages in PDF File: 77
Hugonnier, Julien
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
28 Sep 09
91
(204,338)
6

27.  
Nonmyopic Optimal Portfolios in Viable Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-42
Number of Pages in PDF File: 55
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
20 Oct 10
85
(214,770)
 

28.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
05 Sep 06
83
(219,499)
2

29.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
16 Mar 07
71
(226,108)
 

30.  
Portfolio Delegation and Market Efficiency | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-09
Number of Pages in PDF File: 63
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Petrov, Evgeny
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
20 Feb 14
69
(226,108)
 

31.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
Posted:
26 Dec 06
69
(238,566)
 

32.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
25 Jul 07
41
(313,028)
1

33.  
Noisy Arrow-Debreu Equilibria | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 15-09
Number of Pages in PDF File: 50
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
07 Mar 15
Last Revised:
29 Apr 15
40
(273,791)
 

34.  
Concavity of the Consumption Function with Recursive Preferences | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-37
Number of Pages in PDF File: 16
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
24 May 14
36
(319,019)
 

35.  
A Dynamic Equilibrium Model of ETFs | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 15-37
Number of Pages in PDF File: 74
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
19 Sep 15
22
(129,703)
 

36.  
Gallien, Florent
Swissquote Bank
Kassibrakis, Serge
Swissquote Bank
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Passerini, Filippo
Swissquote Bank
Posted:
03 Jun 16
0
(341,606)
 

37.  
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Vilkov, Grigory
Frankfurt School of Finance & Management
Posted:
25 Nov 15
0
(192,045)
 


Records 1 - 37 of 37 matches
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