Semyon Malamud
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Semyon |
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Malamud |
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Contact
Affiliations
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École Polytechnique Fédérale de Lausanne (EPFL)
/ Collège du Management de la Technologie (weight: 50%)
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Swiss Finance Institute (weight: 50%)
Research profile
author of:
- Relative Extinction of Heterogeneous Agents (RePEc:bpj:bejtec:v:10:y:2010:i:1:n:4)
by Cvitanic Jaksa & Malamud Semyon - Information Percolation with Equilibrium Search Dynamics (RePEc:chf:rpseri:rp0902)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO - Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds (RePEc:chf:rpseri:rp0903)
by Jaksa CVITANIC & Semyon MALAMUD - Variance Covariance Orders and Median Preserving (RePEc:chf:rpseri:rp0913)
by Semyon MALAMUD & Fabio TROJANI - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation (RePEc:chf:rpseri:rp0933)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO - Equilibrium Driven by Discounted Dividend Volatility (RePEc:chf:rpseri:rp0934)
by Jaksa CVITANIC & Semyon MALAMUD - Endogenous completeness of diffusion driven equilibrium markets (RePEc:chf:rpseri:rp0941)
by Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ - Information Percolation in Segmented Markets (RePEc:chf:rpseri:rp1009)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO - Price Impact and Portfolio Impact (RePEc:chf:rpseri:rp1026)
by Jaksa CVITANIC & Semyon MALAMUD - Nonmyopic Optimal Portfolios in Viable Markets (RePEc:chf:rpseri:rp1042)
by Jaksa CVITANIC & Semyon MALAMUD - Capital Supply Uncertainty, Cash Holdings, and Investment (RePEc:chf:rpseri:rp1144)
by Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation (RePEc:ecl:stabus:2023)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - Information Percolation With Equilibrium Search Dynamics (RePEc:ecm:emetrp:v:77:y:2009:i:5:p:1513-1574)
by Darrell Duffie & Semyon Malamud & Gustavo Manso - Endogenous Completeness of Diffusion Driven Equilibrium Markets (RePEc:ecm:emetrp:v:80:y:2012:i:3:p:1249-1270)
by J. Hugonnier & S. Malamud & E. Trubowitz - The relative contributions of private information sharing and public information releases to information aggregation (RePEc:eee:jetheo:v:145:y:2010:i:4:p:1574-1601)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - Information percolation in segmented markets (RePEc:eee:jetheo:v:153:y:2014:i:c:p:1-32)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - Credit market frictions and capital structure dynamics (RePEc:eee:jetheo:v:157:y:2015:i:c:p:1130-1158)
by Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan - Reprint of: Information percolation in segmented markets (RePEc:eee:jetheo:v:158:y:2015:i:pb:p:838-869)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - Price impact and portfolio impact (RePEc:eee:jfinec:v:100:y:2011:i:1:p:201-225)
by Cvitanic, Jaksa & Malamud, Semyon - Optimal incentives and securitization of defaultable assets (RePEc:eee:jfinec:v:107:y:2013:i:1:p:111-135)
by Malamud, Semyon & Rui, Huaxia & Whinston, Andrew - Financial Markets Equilibrium with Heterogeneous Agents (RePEc:hal:journl:halshs-00488537)
by Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp - Information Percolation in Segmented Markets (RePEc:nbr:nberwo:17295)
by Darrell Duffie & Semyon Malamud & Gustavo Manso - Principal Portfolios (RePEc:nbr:nberwo:27388)
by Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen - The Virtue of Complexity in Return Prediction (RePEc:nbr:nberwo:30217)
by Bryan T. Kelly & Semyon Malamud & Kangying Zhou - Complexity in Factor Pricing Models (RePEc:nbr:nberwo:31689)
by Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud - Universal Portfolio Shrinkage (RePEc:nbr:nberwo:32004)
by Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani - APT or “AIPT”? The Surprising Dominance of Large Factor Models (RePEc:nbr:nberwo:33012)
by Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud - Artificial Intelligence Asset Pricing Models (RePEc:nbr:nberwo:33351)
by Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu - A Test of the Efficiency of a Given Portfolio in High Dimensions (RePEc:nbr:nberwo:33565)
by Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab - Complex Modern Portfolio Theory (RePEc:nbr:nberwo:35246)
by Oliver Hellum & Theis I. Jensen & Bryan T. Kelly & Semyon Malamud - Scaling Point-in-Time Language Models (RePEc:nbr:nberwo:35247)
by Bryan T. Kelly & Semyon Malamud & Johannes Schwab & Teng Andrea Xu - Decentralized Exchange (RePEc:net:wpaper:1218)
by Semyon Malamud & Marzena Rostek - Financial Markets Equilibrium with Heterogeneous Agents (RePEc:oup:revfin:v:16:y:2011:i:1:p:285-321)
by Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp - Capital Supply Uncertainty, Cash Holdings, and Investment (RePEc:oup:rfinst:v:28:y:2015:i:2:p:391-445.)
by Julien Hugonnier & Semyon Malamud & Erwan Morellec - Long run forward rates and long yields of bonds and options in heterogeneous equilibria (RePEc:spr:finsto:v:12:y:2008:i:2:p:245-264)
by Semyon Malamud - Universal bounds for asset prices in heterogeneous economies (RePEc:spr:finsto:v:12:y:2008:i:3:p:411-422)
by Semyon Malamud