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Semyon Malamud

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Personal Details

First Name:Semyon
Middle Name:
Last Name:Malamud
Suffix:
RePEc Short-ID:pma1192
Email:
Homepage:http://sfi.epfl.ch/page82952.html
Postal Address:
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(in no particular order)
Location: Genève/Zürich, Switzerland
Homepage: http://www.swissfinanceinstitute.ch/
Email:
Phone: 41 22 / 312 09 61
Fax: 41 22 / 312 10 26
Postal: 40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
Handle: RePEc:edi:fameech (more details at EDIRC)
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  1. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
  2. Semyon Malamud & Marzena Rostek, 2012. "Decentralized Exchange," Working Papers 12-18, NET Institute.
  3. Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2010. "Information Percolation in Segmented Markets," Swiss Finance Institute Research Paper Series 10-09, Swiss Finance Institute.
  4. Jaksa CVITANIC & Semyon MALAMUD, 2010. "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series 10-26, Swiss Finance Institute.
  5. Semyon MALAMUD & Fabio TROJANI, 2009. "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series 09-13, Swiss Finance Institute.
  6. Jaksa CVITANIC & Semyon MALAMUD, . "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series 09-34, Swiss Finance Institute.
  7. Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, . "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Swiss Finance Institute Research Paper Series 09-33, Swiss Finance Institute.
  8. Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, . "Information Percolation with Equilibrium Search Dynamics," Swiss Finance Institute Research Paper Series 09-02, Swiss Finance Institute.
  9. Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC, . "Capital Supply Uncertainty, Cash Holdings, and Investment," Swiss Finance Institute Research Paper Series 11-44, Swiss Finance Institute.
  10. Jaksa CVITANIC & Semyon MALAMUD, . "Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds," Swiss Finance Institute Research Paper Series 09-03, Swiss Finance Institute.
  11. Jaksa CVITANIC & Semyon MALAMUD, . "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series 10-42, Swiss Finance Institute.
  12. Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, . "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series 09-41, Swiss Finance Institute.
  1. Julien Hugonnier & Semyon Malamud & Erwan Morellec, 2015. "Capital Supply Uncertainty, Cash Holdings, and Investment," Review of Financial Studies, Society for Financial Studies, vol. 28(2), pages 391-445.
  2. Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan, 2015. "Credit market frictions and capital structure dynamics," Journal of Economic Theory, Elsevier, vol. 157(C), pages 1130-1158.
  3. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2015. "Reprint of: Information percolation in segmented markets," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 838-869.
  4. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014. "Information percolation in segmented markets," Journal of Economic Theory, Elsevier, vol. 153(C), pages 1-32.
  5. Malamud, Semyon & Rui, Huaxia & Whinston, Andrew, 2013. "Optimal incentives and securitization of defaultable assets," Journal of Financial Economics, Elsevier, vol. 107(1), pages 111-135.
  6. J. Hugonnier & S. Malamud & E. Trubowitz, 2012. "Endogenous Completeness of Diffusion Driven Equilibrium Markets," Econometrica, Econometric Society, vol. 80(3), pages 1249-1270, 05.
  7. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011. "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, vol. 16(1), pages 285-321.
  8. Cvitanic, Jaksa & Malamud, Semyon, 2011. "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, vol. 100(1), pages 201-225, April.
  9. Cvitanic Jaksa & Malamud Semyon, 2010. "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-23, February.
  10. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2010. "The relative contributions of private information sharing and public information releases to information aggregation," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1574-1601, July.
  11. Darrell Duffie & Semyon Malamud & Gustavo Manso, 2009. "Information Percolation With Equilibrium Search Dynamics," Econometrica, Econometric Society, vol. 77(5), pages 1513-1574, 09.
  12. Semyon Malamud, 2008. "Long run forward rates and long yields of bonds and options in heterogeneous equilibria," Finance and Stochastics, Springer, vol. 12(2), pages 245-264, April.
  13. Semyon Malamud, 2008. "Universal bounds for asset prices in heterogeneous economies," Finance and Stochastics, Springer, vol. 12(3), pages 411-422, July.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CTA: Contract Theory & Applications (1) 2011-08-22
  2. NEP-MST: Market Microstructure (1) 2011-08-22
  3. NEP-NET: Network Economics (1) 2012-10-13

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