Semyon Malamud
Names
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Semyon |
| last: |
Malamud |
Identifer
Contact
Affiliations
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École Polytechnique Fédérale de Lausanne (EPFL)
/ Collège du Management de la Technologie
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Swiss Finance Institute
Research profile
author of:
- Relative Extinction of Heterogeneous Agents
The B.E. Journal of Theoretical Economics, De Gruyter (2010)
by Cvitanic Jaksa & Malamud Semyon
(ReDIF-article, bpj:bejtec:v:10:y:2010:i:1:n:4) - Information Percolation with Equilibrium Search Dynamics
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO
(ReDIF-paper, chf:rpseri:rp0902) - Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Jaksa CVITANIC & Semyon MALAMUD
(ReDIF-paper, chf:rpseri:rp0903) - Variance Covariance Orders and Median Preserving
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Semyon MALAMUD & Fabio TROJANI
(ReDIF-paper, chf:rpseri:rp0913) - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO
(ReDIF-paper, chf:rpseri:rp0933) - Equilibrium Driven by Discounted Dividend Volatility
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Jaksa CVITANIC & Semyon MALAMUD
(ReDIF-paper, chf:rpseri:rp0934) - Endogenous completeness of diffusion driven equilibrium markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ
(ReDIF-paper, chf:rpseri:rp0941) - Information Percolation in Segmented Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO
(ReDIF-paper, chf:rpseri:rp1009) - Price Impact and Portfolio Impact
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010)
by Jaksa CVITANIC & Semyon MALAMUD
(ReDIF-paper, chf:rpseri:rp1026) - Nonmyopic Optimal Portfolios in Viable Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010)
by Jaksa CVITANIC & Semyon MALAMUD
(ReDIF-paper, chf:rpseri:rp1042) - Capital Supply Uncertainty, Cash Holdings, and Investment
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011)
by Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC
(ReDIF-paper, chf:rpseri:rp1144) - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
Research Papers, Stanford University, Graduate School of Business (2009)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-paper, ecl:stabus:2023) - Information Percolation With Equilibrium Search Dynamics
Econometrica, Econometric Society (2009)
by Darrell Duffie & Semyon Malamud & Gustavo Manso
(ReDIF-article, ecm:emetrp:v:77:y:2009:i:5:p:1513-1574) - Endogenous Completeness of Diffusion Driven Equilibrium Markets
Econometrica, Econometric Society (2012)
by J. Hugonnier & S. Malamud & E. Trubowitz
(ReDIF-article, ecm:emetrp:v:80:y:2012:i:3:p:1249-1270) - The relative contributions of private information sharing and public information releases to information aggregation
Journal of Economic Theory, Elsevier (2010)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-article, eee:jetheo:v:145:y:2010:i:4:p:1574-1601) - Information percolation in segmented markets
Journal of Economic Theory, Elsevier (2014)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-article, eee:jetheo:v:153:y:2014:i:c:p:1-32) - Credit market frictions and capital structure dynamics
Journal of Economic Theory, Elsevier (2015)
by Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan
(ReDIF-article, eee:jetheo:v:157:y:2015:i:c:p:1130-1158) - Reprint of: Information percolation in segmented markets
Journal of Economic Theory, Elsevier (2015)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-article, eee:jetheo:v:158:y:2015:i:pb:p:838-869) - Price impact and portfolio impact
Journal of Financial Economics, Elsevier (2011)
by Cvitanic, Jaksa & Malamud, Semyon
(ReDIF-article, eee:jfinec:v:100:y:2011:i:1:p:201-225) - Optimal incentives and securitization of defaultable assets
Journal of Financial Economics, Elsevier (2013)
by Malamud, Semyon & Rui, Huaxia & Whinston, Andrew
(ReDIF-article, eee:jfinec:v:107:y:2013:i:1:p:111-135) - Financial Markets Equilibrium with Heterogeneous Agents
Post-Print, HAL (2012)
by Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp
(ReDIF-paper, hal:journl:halshs-00488537) - Information Percolation in Segmented Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Darrell Duffie & Semyon Malamud & Gustavo Manso
(ReDIF-paper, nbr:nberwo:17295) - Principal Portfolios
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen
(ReDIF-paper, nbr:nberwo:27388) - The Virtue of Complexity in Return Prediction
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Bryan T. Kelly & Semyon Malamud & Kangying Zhou
(ReDIF-paper, nbr:nberwo:30217) - Complexity in Factor Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud
(ReDIF-paper, nbr:nberwo:31689) - Universal Portfolio Shrinkage
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani
(ReDIF-paper, nbr:nberwo:32004) - APT or “AIPT”? The Surprising Dominance of Large Factor Models
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud
(ReDIF-paper, nbr:nberwo:33012) - Artificial Intelligence Asset Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu
(ReDIF-paper, nbr:nberwo:33351) - Decentralized Exchange
Working Papers, NET Institute (2012)
by Semyon Malamud & Marzena Rostek
(ReDIF-paper, net:wpaper:1218) - Financial Markets Equilibrium with Heterogeneous Agents
Review of Finance, European Finance Association (2011)
by Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp
(ReDIF-article, oup:revfin:v:16:y:2011:i:1:p:285-321) - Capital Supply Uncertainty, Cash Holdings, and Investment
The Review of Financial Studies, Society for Financial Studies (2015)
by Julien Hugonnier & Semyon Malamud & Erwan Morellec
(ReDIF-article, oup:rfinst:v:28:y:2015:i:2:p:391-445.) - Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Finance and Stochastics, Springer (2008)
by Semyon Malamud
(ReDIF-article, spr:finsto:v:12:y:2008:i:2:p:245-264) - Universal bounds for asset prices in heterogeneous economies
Finance and Stochastics, Springer (2008)
by Semyon Malamud
(ReDIF-article, spr:finsto:v:12:y:2008:i:3:p:411-422)