Pierre Collin-Dufresne

Can Interest Rate Volatility Be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility

Year: 2004
Journal: Journal of Financial Economics
Authors: Pierre Collin-Dufresne; Robert S. Goldstein; Christopher S. Jones

Portfolio Choice Over the Lifecycle in the Presence of Trickle Down Labor Income

Year: 2005
Journal: Journal of Finance
Authors: Luca Benzoni; Pierre Collin-Dufresne; Robert S. Goldstein

Equilibrium Commodity Prices with Irreversible Investment and Nonlinear Technology

Year: 2005
Journal: No Journal Matched
Authors: Jaime Casassus; Pierre Collin-Dufresne; Bryan R. Routledge

Can Standard Preferences Explain the Prices of Out-of-the-Money SP 500 Put Options?

Year: 2005
Journal: No Journal Matched
Authors: Luca Benzoni; Pierre-Collin Dufresne; Robert S. Goldstein

On the Relative Pricing of Long Maturity SP 500 Index Options and CDX Tranches

Year: 2010
Journal: Journal of Finance
Authors: Pierre Collin-Dufresne; Robert S. Goldstein; Fan Yang

Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs

Year: 2010
Journal: No Journal Matched
Authors: Pierre Collin-Dufresne; Robert S. Goldstein; Jean Helwege

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

Year: 2012
Journal: Journal of Finance
Authors: Frederico Belo; Pierre Collin-Dufresne; Robert S. Goldstein

Insider Trading, Stochastic Liquidity, and Equilibrium Prices

Year: 2012
Journal: Econometrica
Authors: Pierre Collin-Dufresne; Vyacheslav Fos

Do Prices Reveal the Presence of Informed Trading?

Year: 2012
Journal: Journal of Finance
Authors: Pierre Collin-Dufresne; Vyacheslav Fos

Moral Hazard, Informed Trading, and Stock Prices

Year: 2013
Journal: No Journal Matched
Authors: Pierre Collin-Dufresne; Vyacheslav Fos

Parameter Learning in General Equilibrium: The Asset Pricing Implications

Year: 2013
Journal: American Economic Review
Authors: Pierre Collin-Dufresne; Michael Johannes; Lars A. Lochstoer

Activism, Strategic Trading, and Liquidity

Year: 2016
Journal: Econometrica
Authors: Kerry Back; Pierre Collin-Dufresne; Vyacheslav Fos; Tao Li; Alexander Ljungqvist

Activism, Strategic Trading, and Liquidity

Year: 2017
Journal: No Journal Matched
Authors: Kerry E. Back; Pierre Collin-Dufresne; Vyacheslav Fos; Tao Li; Alexander P. Ljungqvist

Liquidity Regimes and Optimal Dynamic Asset Allocation

Year: 2018
Journal: Journal of Financial Economics
Authors: Pierre Collin-Dufresne; Kent D. Daniel; Mehmet Sa Lam

Liquidity Regimes and Optimal Dynamic Asset Allocation

Year: 2018
Journal: No Journal Matched
Authors: Pierre Collin-Dufresne; Kent Daniel; Mehmet Saglam