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 1 1 1 0 2 4 4
APT or “AIPT”? The Surprising Dominance of Large Factor Models 1 5 27 27 4 10 55 55
Artificial Intelligence Asset Pricing Models 0 5 49 49 3 11 78 78
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 0 1 124
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 27 1 1 5 127
Complexity in Factor Pricing Models 0 0 0 1 0 0 12 22
Decentralized Exchange 0 0 0 254 0 0 16 771
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 1 1 98
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 0 0 0 93
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 0 2 163
Information Percolation in Segmented Markets 0 0 2 29 0 0 2 126
Information Percolation in Segmented Markets 0 0 0 7 0 0 1 67
Information Percolation with Equilibrium Search Dynamics 0 0 0 26 0 0 2 117
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 0 0 40
Price Impact and Portfolio Impact 0 0 0 22 0 0 1 107
Principal Portfolios 0 0 0 26 0 0 2 78
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 7 0 0 0 62
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 10 0 0 0 63
The Virtue of Complexity in Return Prediction 1 1 1 245 1 3 28 292
Universal Portfolio Shrinkage 0 0 1 4 2 2 8 23
Variance Covariance Orders and Median Preserving 0 0 0 43 0 0 1 223
Total Working Papers 2 12 82 879 11 30 219 2,733


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 1 4 53 0 1 6 158
Credit market frictions and capital structure dynamics 0 0 1 43 1 1 5 129
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 0 0 2 126
Financial Markets Equilibrium with Heterogeneous Agents 0 0 1 37 0 0 1 132
Information Percolation With Equilibrium Search Dynamics 0 0 0 47 0 0 0 204
Information percolation in segmented markets 0 0 2 16 1 2 7 134
Long run forward rates and long yields of bonds and options in heterogeneous equilibria 0 0 0 15 0 0 2 103
Optimal incentives and securitization of defaultable assets 0 0 0 34 1 1 2 174
Price impact and portfolio impact 0 0 0 29 0 0 0 157
Relative Extinction of Heterogeneous Agents 0 0 0 9 1 1 1 88
Reprint of: Information percolation in segmented markets 0 0 1 11 1 2 6 71
The relative contributions of private information sharing and public information releases to information aggregation 0 0 0 24 0 0 1 103
Universal bounds for asset prices in heterogeneous economies 0 0 0 6 0 0 0 50
Total Journal Articles 0 1 9 331 5 8 33 1,629


Statistics updated 2025-08-05