Jetlir Duraj

Department of Economics, University of Pittsburgh

Visiting Assistant Professor

Pittsburgh, PA 15260

United States

SCHOLARLY PAPERS

7

DOWNLOADS

2,019

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Deep Learning for Corporate Bonds

Number of pages: 61 Posted: 01 Aug 2023 Last Revised: 12 Sep 2023
Jetlir Duraj and Oliver Giesecke
Department of Economics, University of Pittsburgh and Stanford University - Hoover Institution
Downloads 860 (52,224)

Abstract:

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conditional asset pricing, corporate bonds, deep learning, general method of moments, big data, stochastic discount factor, Sharpe ratio

2.

Black-Litterman End-to-End

Number of pages: 25 Posted: 07 Aug 2023 Last Revised: 14 Aug 2023
Jetlir Duraj and Chenyu Yu
Department of Economics, University of Pittsburgh and Princeton University
Downloads 646 (76,052)

Abstract:

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Black-Litterman model, portfolio optimization, objective views, deep learning, Sharpe ratio

3.

Optimal Stopping with General Risk Preferences

Number of pages: 37 Posted: 12 Jan 2017 Last Revised: 05 Oct 2020
Jetlir Duraj
Department of Economics, University of Pittsburgh
Downloads 183 (299,604)
Citation 4

Abstract:

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Optimal Stopping, Non-Expected Utility, Naive Agent, Sophisticated Agent

4.

Bargaining With Endogenous Learning

Number of pages: 90 Posted: 05 Jun 2020
Jetlir Duraj
Department of Economics, University of Pittsburgh
Downloads 139 (377,501)
Citation 1

Abstract:

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dynamic bargaining, information acquisition, search, exploitation, delay in agreement

5.

Costly Information and Random Choice

Number of pages: 33 Posted: 25 Jun 2019
Jetlir Duraj and Yi-Hsuan Lin
Department of Economics, University of Pittsburgh and Academia Sinica - Institute of Economics
Downloads 70 (597,979)

Abstract:

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information acquisition, random choice, identification, disounting

6.

Identification and Welfare Evaluation in Sequential Sampling Models

Number of pages: 22 Posted: 18 Apr 2019 Last Revised: 08 Jun 2020
Jetlir Duraj and Yi-Hsuan Lin
Department of Economics, University of Pittsburgh and Independent
Downloads 66 (616,717)
Citation 1

Abstract:

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sequential sampling, random choice, discounting, linear costs, welfare, identification

7.

Static and Dynamic Consistency of Preferences in Optimal Stopping Problems

Number of pages: 11 Posted: 05 Jun 2020 Last Revised: 08 Jun 2020
Jetlir Duraj
Department of Economics, University of Pittsburgh
Downloads 55 (674,604)

Abstract:

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Dynamic Consistency; Optimal Stopping; Continuous Time; Expected Utility; Consequentialism