Access Statistics for Semyon Malamud

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 0 1 1 2 7 11 11
APT or “AIPT”? The Surprising Dominance of Large Factor Models 0 3 14 30 2 12 39 69
Artificial Intelligence Asset Pricing Models 1 4 55 55 11 27 112 112
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 1 1 1 125
Capital Supply Uncertainty, Cash Holdings, and Investment 0 1 1 28 0 3 5 130
Complexity in Factor Pricing Models 1 1 1 2 15 24 34 49
Decentralized Exchange 0 0 0 254 1 5 5 776
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 2 4 101
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 3 4 5 98
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 2 4 167
Information Percolation in Segmented Markets 0 0 1 29 1 1 2 127
Information Percolation in Segmented Markets 0 0 0 7 4 5 7 73
Information Percolation with Equilibrium Search Dynamics 0 0 0 26 3 7 8 124
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 1 1 2 42
Price Impact and Portfolio Impact 0 0 0 22 2 2 5 111
Principal Portfolios 0 0 0 26 1 3 5 82
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 7 1 2 4 66
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 10 2 4 4 67
The Virtue of Complexity in Return Prediction 0 0 1 245 5 12 33 309
Universal Portfolio Shrinkage 0 0 1 4 4 9 16 33
Variance Covariance Orders and Median Preserving 0 0 0 43 0 1 1 224
Total Working Papers 2 9 75 890 59 134 307 2,896


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 53 0 9 12 168
Credit market frictions and capital structure dynamics 1 1 2 45 4 7 11 138
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 1 3 5 129
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 1 3 4 136
Information Percolation With Equilibrium Search Dynamics 0 0 0 47 2 3 4 208
Information percolation in segmented markets 0 0 0 16 2 3 8 138
Long run forward rates and long yields of bonds and options in heterogeneous equilibria 0 0 0 15 1 1 2 104
Optimal incentives and securitization of defaultable assets 0 0 0 34 1 4 6 179
Price impact and portfolio impact 0 0 0 29 0 1 2 159
Relative Extinction of Heterogeneous Agents 0 0 0 9 1 2 3 90
Reprint of: Information percolation in segmented markets 0 0 0 11 1 4 7 75
The relative contributions of private information sharing and public information releases to information aggregation 0 0 0 24 1 5 6 108
Universal bounds for asset prices in heterogeneous economies 0 0 0 6 2 2 3 53
Total Journal Articles 1 1 3 333 17 47 73 1,685


Statistics updated 2026-01-09