Dejanir Silva

Purdue University - Krannert School of Management

West Lafayette, IN 47907-1310

United States

http://www.dejanirsilva.com/

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 26,761

SSRN RANKINGS

Top 26,761

in Total Papers Downloads

3,606

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.
Downloads 2,717 ( 9,405)
Citation 4

Machine Learning for Continuous-Time Finance

Number of pages: 82 Posted: 04 Aug 2017 Last Revised: 22 Dec 2023
Victor Duarte, Diogo Duarte and Dejanir Silva
University of Illinois at Urbana-Champaign, Florida International University and Purdue University - Krannert School of Management
Downloads 2,455 (10,838)
Citation 4

Abstract:

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Machine Learning, Asset Pricing, Corporate Finance, Portfolio Choice, Dynamic Programming

Machine Learning for Continuous-Time Finance

CESifo Working Paper No. 10909
Number of pages: 84 Posted: 01 Feb 2024
Victor Duarte, Diogo Duarte and Dejanir Silva
University of Illinois at Urbana-Champaign, Florida International University (FIU) and Purdue University - Krannert School of Management
Downloads 262 (216,220)

Abstract:

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2.

Liquidity and Risk in OTC Markets: A Theory of Asset Pricing and Portfolio Flows

Number of pages: 83 Posted: 07 Dec 2020 Last Revised: 08 Aug 2023
Mahyar Kargar, Juan Passadore and Dejanir Silva
University of Illinois at Urbana-Champaign, Einaudi Institute for Economics and Finance (EIEF) and Purdue University - Krannert School of Management
Downloads 879 (51,650)

Abstract:

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Asset pricing, competitive search, market liquidity, perturbation techniques

3.

Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity

CESifo Working Paper No. 11049
Number of pages: 103 Posted: 15 Apr 2024
Nicolas Caramp and Dejanir Silva
University of California, Davis and Purdue University - Krannert School of Management
Downloads 10 (1,057,626)

Abstract:

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monetary policy, wealth effects, asset prices, aggregate risk, heterogeneity beliefs