Darrell Duffie
Impact in
- Finance top 0.01%
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Accounting top 0.1%
- Corporate Finance and Governance
Papers in
- Finance 145
- Banking stability, regulation, efficiency 71
- Credit Risk and Financial Regulations 57
- Stochastic processes and financial applications 53
- Financial Markets and Investment Strategies 40
- Global Financial Crisis and Policies 14
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- Economic theories and models 55
- Insurance and Financial Risk Management 18
- Complex Systems and Time Series Analysis 15
- Co-authors
- Kenneth J. Singleton (14 shared papers)Jun Pan (5 shared papers)Jonathan E. Ingersoll (1 shared paper)Peter M. DeMarzo (5 shared papers)Nicolae Gârleanu (7 shared papers)Larry G. Epstein (3 shared papers)Lasse Heje Pedersen (7 shared papers)David Lando (2 shared papers)
- Journals
- The Journal of Finance (15 papers)Econometrica (13 papers)Journal of Mathematical Economics (8 papers)Journal of Economic Theory (8 papers)Review of Financial Studies (7 papers)
- Partner nations
- United StatesUnited KingdomSwitzerland
In The Last Decade
Darrell Duffie
187 papers receiving 26.2k citations
Darrell Duffie's Hit Papers
Peers
Comparison fields: 5 of 126
- Finance 24.4k
- Accounting 6.2k
- General Economics, Econometrics and Finance 4.2k
- Economics and Econometrics 12.5k
- Management Science and Operations Research 2.7k
Countries citing papers authored by Darrell Duffie
This map shows the geographic impact of Darrell Duffie's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Darrell Duffie with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Darrell Duffie more than expected).
Fields of papers citing papers by Darrell Duffie
This network shows the impact of papers produced by Darrell Duffie. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Darrell Duffie. The network helps show where Darrell Duffie may publish in the future.
Co-authors
The 25 scholars most cited alongside Darrell Duffie, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 194 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Transform Analysis and Asset Pricing for Affine Jump-diffusions Hit paper breakdown → | 2000 | 2177 |
| 2 | Dynamic Asset Pricing Theory. Hit paper breakdown → | 1993 | 2060 |
| 3 | A YIELD‐FACTOR MODEL OF INTEREST RATES Hit paper breakdown → | 1996 | 1702 |
| 4 | Modeling Term Structures of Defaultable Bonds Hit paper breakdown → | 1999 | 1659 |
| 5 | An Overview of Value at Risk Hit paper breakdown → | 1997 | 930 |
| 6 | Term Structures of Credit Spreads with Incomplete Accounting Information Hit paper breakdown → | 2001 | 898 |
| 7 | Asset Pricing with Heterogeneous Consumers Hit paper breakdown → | 1996 | 803 |
| 8 | Stochastic Differential Utility Hit paper breakdown → | 1992 | 791 |
| 9 | Multi-period corporate default prediction with stochastic covariates Hit paper breakdown → | 2006 | 700 |
| 10 | Affine processes and applications in finance Hit paper breakdown → | 2003 | 668 |
| 11 | Presidential Address: Asset Price Dynamics with Slow‐Moving Capital Hit paper breakdown → | 2010 | 599 |
| 12 | Corporate Incentives for Hedging and Hedge Accounting Hit paper breakdown → | 1995 | 534 |
| 13 | A Liquidity-based Model of Security Design Hit paper breakdown → | 1999 | 525 |
| 14 | Simulated Moments Estimation of Markov Models of Asset Prices Hit paper breakdown → | 1993 | 508 |
| 15 | 1997 | 498 | |
| 16 | 2002 | 490 | |
| 17 | 1999 | 448 | |
| 18 | 2007 | 417 | |
| 19 | 2003 | 400 | |
| 20 | 2001 | 400 |
About Darrell Duffie
Darrell Duffie is a scholar working on Finance, Economics and Econometrics, Accounting, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 194 papers that have together received 28.8k indexed citations. Recurring topics across this work include Banking stability, regulation, efficiency (71 papers), Credit Risk and Financial Regulations (57 papers), Economic theories and models (55 papers), Stochastic processes and financial applications (53 papers), Financial Markets and Investment Strategies (40 papers), Insurance and Financial Risk Management (18 papers), Complex Systems and Time Series Analysis (15 papers) and Global Financial Crisis and Policies (14 papers). The work is most often cited by research in Finance (24.4k citations), Accounting (6.2k citations), General Economics, Econometrics and Finance (4.2k citations), Economics and Econometrics (12.5k citations) and Management Science and Operations Research (2.7k citations). Darrell Duffie has collaborated with scholars based in United States, United Kingdom and Switzerland. Frequent co-authors include Kenneth J. Singleton, Jun Pan, Jonathan E. Ingersoll, Peter M. DeMarzo, Nicolae Gârleanu, Larry G. Epstein, Lasse Heje Pedersen, David Lando, George M. Constantinides and Ke Wang. Their work appears in journals such as The Journal of Finance, Econometrica, Journal of Mathematical Economics, Journal of Economic Theory and Review of Financial Studies.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.