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 1 2 3 3 3 9 18 18
APT or “AIPT”? The Surprising Dominance of Large Factor Models 0 1 11 31 6 10 38 77
Artificial Intelligence Asset Pricing Models 1 3 28 57 8 27 85 128
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 2 2 126
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 28 2 7 11 137
Complexity in Factor Pricing Models 0 1 1 2 1 19 34 53
Decentralized Exchange 0 0 0 254 2 10 14 785
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 1 3 7 104
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 1 7 9 102
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 0 4 167
Information Percolation in Segmented Markets 0 0 0 7 2 8 10 77
Information Percolation in Segmented Markets 0 0 1 29 1 5 6 131
Information Percolation with Equilibrium Search Dynamics 0 0 0 26 0 9 13 130
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 2 3 43
Price Impact and Portfolio Impact 0 0 0 22 2 6 9 115
Principal Portfolios 1 1 1 27 2 8 11 89
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 7 1 8 11 73
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 10 0 5 7 70
The Virtue of Complexity in Return Prediction 0 0 1 245 2 16 35 320
Universal Portfolio Shrinkage 0 0 0 4 0 7 16 36
Variance Covariance Orders and Median Preserving 0 0 0 43 0 2 3 226
Total Working Papers 3 8 47 896 34 170 346 3,007


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 3 8 20 176
Credit market frictions and capital structure dynamics 0 1 2 45 1 6 13 140
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 1 6 8 134
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 0 3 6 138
Information Percolation With Equilibrium Search Dynamics 0 0 0 47 8 13 15 219
Information percolation in segmented markets 0 0 0 16 2 9 14 145
Long run forward rates and long yields of bonds and options in heterogeneous equilibria 0 0 0 15 0 4 4 107
Optimal incentives and securitization of defaultable assets 0 0 0 34 0 2 7 180
Price impact and portfolio impact 0 0 0 29 1 4 6 163
Relative Extinction of Heterogeneous Agents 0 0 0 9 1 3 5 92
Reprint of: Information percolation in segmented markets 0 0 0 11 1 6 11 80
The relative contributions of private information sharing and public information releases to information aggregation 0 0 0 24 0 4 8 111
Universal bounds for asset prices in heterogeneous economies 0 0 0 6 0 3 4 54
Total Journal Articles 0 1 3 333 18 71 121 1,739


Statistics updated 2026-03-04