Semyon Malamud
Semyon Malamud
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Information percolation with equilibrium search dynamics
D Duffie, S Malamud, G Manso
Econometrica 77 (5), 1513-1574, 2009
1712009
Capital supply uncertainty, cash holdings, and investment
J Hugonnier, S Malamud, E Morellec
The Review of Financial Studies 28 (2), 391-445, 2015
1402015
Decentralized exchange
S Malamud, M Rostek
American Economic Review 107 (11), 3320-62, 2017
1332017
Financial markets equilibrium with heterogeneous agents
J Cvitanić, E Jouini, S Malamud, C Napp
Review of Finance 16 (1), 285-321, 2012
1112012
Information percolation in segmented markets
D Duffie, S Malamud, G Manso
Journal of Economic Theory 153, 1-32, 2014
862014
Inverse spectral problem for normal matrices and the Gauss-Lucas theorem
S Malamud
Transactions of the American Mathematical Society 357 (10), 4043-4064, 2005
772005
Spectral theory of operator measures in Hilbert space
M Malamud, S Malamud
St. Petersburg Mathematical Journal 15 (3), 323-373, 2004
752004
Endogenous completeness of diffusion driven equilibrium markets
J Hugonnier, S Malamud, E Trubowitz
Econometrica 80 (3), 1249–1270, 2012
662012
Price impact and portfolio impact
J Cvitanić, S Malamud
Journal of Financial Economics 100 (1), 201-225, 2011
51*2011
A dynamic equilibrium model of ETFs
S Malamud
CEPR Discussion Paper No. DP11469, 2016
482016
Market consistent pricing of insurance products
S Malamud, E Trubowitz, MV Wüthrich
ASTIN Bulletin: The Journal of the IAA 38 (2), 483-526, 2008
402008
Some complements to the Jensen and Chebyshev inequalities and a problem of W. Walter
S Malamud
Proceedings of the American Mathematical Society 129 (9), 2671-2678, 2001
362001
Credit market frictions and capital structure dynamics
J Hugonnier, S Malamud, E Morellec
Journal of Economic Theory 157, 1130-1158, 2015
332015
Optimal incentives and securitization of defaultable assets
S Malamud, H Rui, A Whinston
Journal of financial economics 107 (1), 111-135, 2013
322013
Relative extinction of heterogeneous agents
J Cvitanic, S Malamud
The BE Journal of Theoretical Economics 10 (1), 2010
262010
Liquidity, innovation, and endogenous growth
S Malamud, F Zucchi
Journal of Financial Economics 132 (2), 519-541, 2019
232019
Capital supply uncertainty, cash holdings
J Hugonnier, S Malamud, E Morellec
and investment. Working Paper, 2011
232011
The relative contributions of private information sharing and public information releases to information aggregation
D Duffie, S Malamud, G Manso
Journal of Economic Theory 145 (4), 1574-1601, 2010
212010
Intermediation markups and monetary policy pass-through
S Malamud, A Schrimpf
CEPR Discussion Paper No. DP12623, 2018
152018
Indifference pricing for CRRA utilities
S Malamud, E Trubowitz, MV Wüthrich
Mathematics and financial economics 7 (3), 247-280, 2013
152013
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