Corporate Finance

"Funding Value Adjustments," (with Leif Andersen and Yang Song), Journal of Finance, Volume 74 (2019).

"Corporate Credit Risk Premia" (with Antje Berndt, Rohan Douglas, and Mark Ferguson), forthcoming, Review of Finance, 2018.

"Efficient Contracting in Network Financial Markets" (with Chaojun Wang), Working paper, Graduate School of Business, Stanford University, January, 2017.

"Frailty Correlated Default" (with Andreas Eckner, Guillaume Horel, and Leandro Saita), Journal of Finance 2009, Volume 64: 2089-2123.

"Contractual Methods for Out-of-Court Restructuring of Systemically Important Financial Institutions," Submission requested by the U.S. Treasury Working Group on Bank Capital, PRELIMINARY DRAFT: November 9, 2009, Stanford University.

"Common Failings: How Corporate Defaults are Correlated" (with Sanjiv Das, Nikunj Kapadia, and Leandro Saita), The Journal of Finance 2007, Volume 62: 93-117.

"Multi-Period Corporate Default Prediction with Stochastic Covariates" (with Leandro Saita and Ke Wang), The Journal of Financial Economics 2007, Volume 83: 635-665.

"Corporate Incentives for Hedging and Hedge Accounting" (with Peter DeMarzo), Review of Financial Studies 1995, Volume 8: 743-772.

"Corporate Financial Hedging with Proprietary Information" (with Peter DeMarzo), Journal of Economic Theory 1991, Volume 53: pp. 261-286.  

Contact

655 Knight Way
Graduate School of Business
Stanford University, Stanford, CA 94305-7298
Email: duffie@stanford.edu

Curriculum Vitae