.
Malamud, Semyon's
Scholarly Papers
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column.
Aggregate Statistics
Total 4,462
Total Citations 92
1.
Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Morellec, Erwan Ecole Polytechnique Fédérale de Lausanne
Posted:
15 Aug 10
Last Revised:
09 Oct 11
675(16,863)
7
Capital supply uncertainty, cash holdings, real investment, search
2.
Financial Markets Equilibrium with Heterogeneous Agents
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Posted:
10 Dec 09
Last Revised:
13 Mar 10
514(24,646)
10
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
258
10
Heterogeneous beliefs, heterogeneous preferences, heterogeneous time preference rates, contracyclical market price of risk, procyclical interest rate, term structure of interest rates, preferred habitat theory, long term risk
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
256
10
equilibrium, heterogeneous agents, volatility, optimal portfolios, survival, yield curve, long yield
3.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
Wuthrich, Mario V. ETH Zurich, RiskLab, Department of Mathematics
393(34,763)
4
insurance, hedging, incomplete markets, utility indifference, market consistent
4.
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
299(48,333)
3
Survival, Price Impact, Equilibrium, Heterogeneous Agents, Optimal Portfolios
5.
Lengwiler, Yvan University of Basel - Department of Economics (WWZ)
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
212(70,375)
5
Heterogeneity, equity premium puzzle, stylized facts, infinite horizon
6.
Duffie, Darrell Stanford University - Graduate School of Business
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Manso, Gustavo University of California, Berkeley - Haas School of Business
Posted:
29 Jan 09
Last Revised:
27 Nov 09
159(92,790)
18
search, matching, equilibrium, information, percolation
7.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
155(95,004)
3
factor analysis, heterogeneity, perturbation theory, general equilibrium, existence, uniqueness
8.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
152(96,653)
5
idiosyncratic risk, incomplete markets, heterogeneity, equity premium, stylized facts
9.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Rui, Huaxia University of Rochester - Simon School of Business
Whinston, Andrew B. University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
04 Mar 10
Last Revised:
16 Mar 10
151(97,246)
securitization, tranching, heterogeneity, mortgage backed securities, asset backed securities
10.
Equilibrium Driven by Discounted Dividend Volatility
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Posted:
08 Sep 09
Last Revised:
08 Dec 09
149(98,432)
3
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Posted:
10 Oct 09
Last Revised:
08 Dec 09
83
3
equilibrium, heterogeneous agents, volatility, optimal portfolios, stochastic opportunity set
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
66
3
equilibrium, heterogeneous agents, volatility, optimal portfolios
11.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
136(106,425)
incomplete markets, idiosyncratic risk, precautionary saving, investment, marginal propensity to consume
12.
Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Morellec, Erwan Ecole Polytechnique Fédérale de Lausanne
Posted:
16 Mar 12
Last Revised:
17 Oct 12
135(107,112)
Credit supply uncertainty, dynamic capital structure, default risk, search
13.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
124(114,853)
heterogeneity, aggregation, risk aversion
14.
Duffie, Darrell Stanford University - Graduate School of Business
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Manso, Gustavo University of California, Berkeley - Haas School of Business
117(120,251)
3
information percolation, search, learning rates
15.
Trojani, Fabio University of Lugano
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
115(121,948)
1
variance, risk, median preserving spread, Hansen-Jagannathan bounds
16.
Information Percolation in Segmented Markets
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Duffie, Darrell Stanford University - Graduate School of Business
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Manso, Gustavo University of California, Berkeley - Haas School of Business
Posted:
09 Mar 10
Last Revised:
29 May 12
107(128,752)
23
Duffie, Darrell Stanford University - Graduate School of Business
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Manso, Gustavo University of California, Berkeley - Haas School of Business
11
23
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 and Swiss Finance Institute
Posted:
09 Mar 10
Last Revised:
29 May 12
96
23
Search, Matching, Double Auctions, Segmented Markets, Equilibrium, Information, Percolation
17.
Asset Prices, Funds' Size and Portfolio Weights in Equilibrium with Heterogeneous and Long-Lived Funds
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Posted:
04 Feb 09
Last Revised:
16 Feb 09
104(131,425)
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
83
Asset pricing, equilibrium, heterogeneous agents
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
21
18.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Rostek, Marzena J. University of Wisconsin - Madison
Posted:
24 Oct 12
Last Revised:
30 Dec 12
97(138,841)
1
Asset pricing, Decentralized Market, Trading Network, Over-the-counter, Liquidity, Welfare
19.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
96(138,841)
asset pricing, equilibrium, idiosyncratic risk, incomplete market, insurance, risk sharing
20.
Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
83(152,626)
4
continuous-time finance, dynamic market completeness, general equilibrium theory
21.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Rui, Huaxia University of Rochester - Simon School of Business
Whinston, Andrew B. University of Texas at Austin - Department of Information, Risk and Operations Management
82(153,782)
optimal risk sharing, limited liability, optimal insurance design
22.
Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
81(154,947)
Heterogeneous Agents, Nonmyopic Optimal Portfolios, Hedging Demand, Equilibrium
23.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
80(156,136)
1
Optimal consumption stream, incomplete markets, idiosyncratic risk, convexity
24.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Rui, Huaxia University of Rochester - Simon School of Business
Whinston, Andrew B. University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
21 Oct 11
Last Revised:
03 Jul 12
79(157,363)
securitization, mortgage-backed securities, asset-backed securities, moral hazard, default risk
25.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
67(173,271)
heterogeneity, infinite horizon, survival, stylized facts, asset prices
26.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
59(185,155)
martingales, complete markets, spanning number, filtration
27.
Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
41(217,548)
1
heterogeneity, asset prices, yield curve, bounds
