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Semyon Malamud
Semyon Malamud
Professor
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Title
Cited by
Cited by
Year
Decentralized exchange
S Malamud, M Rostek
American Economic Review 107 (11), 3320-3362, 2017
2672017
Capital supply uncertainty, cash holdings, and investment
J Hugonnier, S Malamud, E Morellec
The Review of Financial Studies 28 (2), 391-445, 2015
229*2015
Information percolation with equilibrium search dynamics
D Duffie, S Malamud, G Manso
Econometrica 77 (5), 1513-1574, 2009
2152009
Financial markets equilibrium with heterogeneous agents
J Cvitanić, E Jouini, S Malamud, C Napp
Review of Finance 16 (1), 285-321, 2012
1362012
A dynamic equilibrium model of ETFs
S Malamud
CEPR Discussion Paper No. DP11469, 2016
1112016
Information percolation in segmented markets
D Duffie, S Malamud, G Manso
Journal of Economic Theory 153, 1-32, 2014
1112014
Inverse spectral problem for normal matrices and the Gauss-Lucas theorem
S Malamud
Transactions of the American Mathematical Society 357 (10), 4043-4064, 2005
872005
Liquidity, innovation, and endogenous growth
S Malamud, F Zucchi
Journal of Financial Economics 132 (2), 519-541, 2019
842019
Endogenous completeness of diffusion driven equilibrium markets
J Hugonnier, S Malamud, E Trubowitz
Econometrica 80 (3), 1249-1270, 2012
842012
The virtue of complexity in return prediction
B Kelly, S Malamud, K Zhou
The Journal of Finance 79 (1), 459-503, 2024
67*2024
Dominant currency debt
E Eren, S Malamud
Journal of Financial Economics 144 (2), 571-589, 2022
612022
Market consistent pricing of insurance products
S Malamud, E Trubowitz, MV Wüthrich
ASTIN Bulletin: The Journal of the IAA 38 (2), 483-526, 2008
592008
Credit market frictions and capital structure dynamics
J Hugonnier, S Malamud, E Morellec
Journal of Economic Theory 157, 1130-1158, 2015
552015
Price impact and portfolio impact
J Cvitanić, S Malamud
Journal of Financial Economics 100 (1), 201-225, 2011
542011
Optimal incentives and securitization of defaultable assets
S Malamud, H Rui, A Whinston
Journal of Financial Economics 107 (1), 111-135, 2013
482013
Machine learning and the implementable efficient frontier
TI Jensen, BT Kelly, S Malamud, LH Pedersen
Swiss Finance Institute Research Paper, 2022
342022
Spectral theory of operator measures in Hilbert space
M Malamud, S Malamud
St. Petersburg Mathematical Journal 15 (3), 323-373, 2004
322004
Principal portfolios
B Kelly, S Malamud, LH Pedersen
The Journal of Finance 78 (1), 347-387, 2023
302023
The relative contributions of private information sharing and public information releases to information aggregation
D Duffie, S Malamud, G Manso
Journal of Economic Theory 145 (4), 1574-1601, 2010
282010
Relative extinction of heterogeneous agents
J Cvitanic, S Malamud
The BE Journal of Theoretical Economics 10 (1), 0000102202193517041605, 2010
282010
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Articles 1–20