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Douglas T. Breeden
Douglas T. Breeden
William W. Priest Professor of Finance, Duke University
Verified email at duke.edu - Homepage
Title
Cited by
Cited by
Year
An intertemporal asset pricing model with stochastic consumption and investment opportunities
DT Breeden
Journal of financial Economics 7 (3), 265-296, 1979
40721979
Prices of state-contingent claims implicit in option prices
DT Breeden, RH Litzenberger
Journal of business, 621-651, 1978
30991978
Prices of state-contingent claims implicit in option prices
DT Breeden, RH Litzenberger
Journal of business, 621-651, 1978
30991978
Empirical tests of the consumption‐oriented CAPM
DT Breeden, MR Gibbons, RH Litzenberger
The Journal of Finance 44 (2), 231-262, 1989
11581989
Why do firms hedge? An asymmetric information approach
DT Breeden, S Viswanathan
Journal of Fixed Income, Forthcoming, 1998
4531998
Consumption, production, inflation and interest rates: A synthesis
DT Breeden
Journal of Financial Economics 16 (1), 3-39, 1986
2771986
Consumption risk in futures markets
DT Breeden
The Journal of Finance 35 (2), 503-520, 1980
2301980
Futures markets and commodity options: Hedging and optimality in incomplete markets
DT Breeden
Journal of Economic Theory 32 (2), 275-300, 1984
1311984
Futures markets and commodity options: Hedging and optimality in incomplete markets
DT Breeden
Journal of Economic Theory 32 (2), 275-300, 1984
1311984
Why do firms hedge
D Breeden, S Viswanathan
An asymmetric information model (Working paper). Durham, NC: Duke University, 1998
571998
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
341994
Risk, Return and Hedging of Fixed Rate Mortgages
DT Breeden
Journal of Fixed Income, 1991
251991
Consumption, Production and Interest Rates: a Synthesis
DT Breeden
Graduate School of Business, Stanford University, 1983
221983
Intertemporal portfolio theory and asset pricing
DT Breeden
Finance, 180-193, 1989
201989
Central bank policy impacts on the distribution of future interest rates
DT Breeden, RH Litzenberger
Available at SSRN 2642363, 2014
122014
Central Bank Policy Impacts on the Distribution of Future Interest Rates
DT Breeden, RH Litzenberger
122013
Futures margins as predictors of price volatility
DT Breeden
Center for the Study of Futures Markets, 1985
111985
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
101997
Hedging interest rate risks with futures, swaps and options
DT Breeden, M Giarla
The Handbook of Mortgage-Backed Securities, Frank J. Fabozzi (Editor), 1987
101987
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