An intertemporal asset pricing model with stochastic consumption and investment opportunities DT Breeden Journal of financial Economics 7 (3), 265-296, 1979 | 4072 | 1979 |
Prices of state-contingent claims implicit in option prices DT Breeden, RH Litzenberger Journal of business, 621-651, 1978 | 3099 | 1978 |
Prices of state-contingent claims implicit in option prices DT Breeden, RH Litzenberger Journal of business, 621-651, 1978 | 3099 | 1978 |
Empirical tests of the consumption‐oriented CAPM DT Breeden, MR Gibbons, RH Litzenberger The Journal of Finance 44 (2), 231-262, 1989 | 1158 | 1989 |
Why do firms hedge? An asymmetric information approach DT Breeden, S Viswanathan Journal of Fixed Income, Forthcoming, 1998 | 453 | 1998 |
Consumption, production, inflation and interest rates: A synthesis DT Breeden Journal of Financial Economics 16 (1), 3-39, 1986 | 277 | 1986 |
Consumption risk in futures markets DT Breeden The Journal of Finance 35 (2), 503-520, 1980 | 230 | 1980 |
Futures markets and commodity options: Hedging and optimality in incomplete markets DT Breeden Journal of Economic Theory 32 (2), 275-300, 1984 | 131 | 1984 |
Futures markets and commodity options: Hedging and optimality in incomplete markets DT Breeden Journal of Economic Theory 32 (2), 275-300, 1984 | 131 | 1984 |
Why do firms hedge D Breeden, S Viswanathan An asymmetric information model (Working paper). Durham, NC: Duke University, 1998 | 57 | 1998 |
Consumption-Based Asset Pricing: Research and Applications DT Breeden, RH Litzenberger, T Jia Annual Review of Financial Economics, 2015 | 35* | 2015 |
Complexities of hedging mortgages DT Breeden Journal of Fixed Income, December, 1994 | 34 | 1994 |
Risk, Return and Hedging of Fixed Rate Mortgages DT Breeden Journal of Fixed Income, 1991 | 25 | 1991 |
Consumption, Production and Interest Rates: a Synthesis DT Breeden Graduate School of Business, Stanford University, 1983 | 22 | 1983 |
Intertemporal portfolio theory and asset pricing DT Breeden Finance, 180-193, 1989 | 20 | 1989 |
Central bank policy impacts on the distribution of future interest rates DT Breeden, RH Litzenberger Available at SSRN 2642363, 2014 | 12 | 2014 |
Central Bank Policy Impacts on the Distribution of Future Interest Rates DT Breeden, RH Litzenberger | 12 | 2013 |
Futures margins as predictors of price volatility DT Breeden Center for the Study of Futures Markets, 1985 | 11 | 1985 |
A path-dependent approach to security valuation with application to interest rate contingent claims DT Breeden, JH Gilkeson Journal of Banking & Finance 21 (4), 541-562, 1997 | 10 | 1997 |
Hedging interest rate risks with futures, swaps and options DT Breeden, M Giarla The Handbook of Mortgage-Backed Securities, Frank J. Fabozzi (Editor), 1987 | 10 | 1987 |