Semyon Malamud
Personal Details
First Name: | Semyon |
Middle Name: | |
Last Name: | Malamud |
Suffix: | |
RePEc Short-ID: | pma1192 |
[This author has chosen not to make the email address public] | |
http://sfi.epfl.ch/page82952.html | |
Affiliation
(in no particular order)
Collège du Management de la Technologie (College of Management of Technology)
École Polytechnique Fédérale de Lausanne (EPFL) (Swiss Federal Institute of Technology of Lausanne)
Lausanne, Switzerlandhttp://cdm.epfl.ch/
RePEc:edi:cdepfch (more details at EDIRC)
Swiss Finance Institute
Genève/Zürich, Switzerlandhttp://www.swissfinanceinstitute.ch/
RePEc:edi:fameech (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024. "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers 33012, National Bureau of Economic Research, Inc.
- Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," NBER Working Papers 31689, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," NBER Working Papers 32004, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022. "The Virtue of Complexity in Return Prediction," NBER Working Papers 30217, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen, 2020.
"Principal Portfolios,"
NBER Working Papers
27388, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2020. "Principal Portfolios," Swiss Finance Institute Research Paper Series 20-67, Swiss Finance Institute.
- Semyon Malamud & Marzena Rostek, 2012. "Decentralized Exchange," Working Papers 12-18, NET Institute.
- Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012.
"Financial Markets Equilibrium with Heterogeneous Agents,"
Post-Print
halshs-00488537, HAL.
- 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.
- Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
- Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC, 2011.
"Capital Supply Uncertainty, Cash Holdings, and Investment,"
Swiss Finance Institute Research Paper Series
11-44, Swiss Finance Institute.
- Julien Hugonnier & Semyon Malamud & Erwan Morellec, 2015. "Capital Supply Uncertainty, Cash Holdings, and Investment," The Review of Financial Studies, Society for Financial Studies, vol. 28(2), pages 391-445.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2010.
"Information Percolation in Segmented Markets,"
Swiss Finance Institute Research Paper Series
10-09, Swiss Finance Institute.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014. "Information percolation in segmented markets," Journal of Economic Theory, Elsevier, vol. 153(C), pages 1-32.
- Darrell Duffie & Semyon Malamud & Gustavo Manso, 2011. "Information Percolation in Segmented Markets," NBER Working Papers 17295, National Bureau of Economic Research, Inc.
- Jaksa CVITANIC & Semyon MALAMUD, 2010.
"Price Impact and Portfolio Impact,"
Swiss Finance Institute Research Paper Series
10-26, Swiss Finance Institute.
- Cvitanic, Jaksa & Malamud, Semyon, 2011. "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, vol. 100(1), pages 201-225, April.
- Jaksa CVITANIC & Semyon MALAMUD, 2010. "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series 10-42, Swiss Finance Institute.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009.
"Information Percolation with Equilibrium Search Dynamics,"
Swiss Finance Institute Research Paper Series
09-02, Swiss Finance Institute.
- Darrell Duffie & Semyon Malamud & Gustavo Manso, 2009. "Information Percolation With Equilibrium Search Dynamics," Econometrica, Econometric Society, vol. 77(5), pages 1513-1574, September.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009.
"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.
- 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.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Research Papers 2023, Stanford University, Graduate School of Business.
- Jaksa CVITANIC & Semyon MALAMUD, 2009. "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series 09-34, Swiss Finance Institute.
- Semyon MALAMUD & Fabio TROJANI, 2009. "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series 09-13, Swiss Finance Institute.
- Jaksa CVITANIC & Semyon MALAMUD, 2009. "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.
- Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009.
"Endogenous completeness of diffusion driven equilibrium markets,"
Swiss Finance Institute Research Paper Series
09-41, Swiss Finance Institute.
- J. Hugonnier & S. Malamud & E. Trubowitz, 2012. "Endogenous Completeness of Diffusion Driven Equilibrium Markets," Econometrica, Econometric Society, vol. 80(3), pages 1249-1270, May.
Articles
- 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.
- Julien Hugonnier & Semyon Malamud & Erwan Morellec, 2015.
"Capital Supply Uncertainty, Cash Holdings, and Investment,"
The Review of Financial Studies, Society for Financial Studies, vol. 28(2), pages 391-445.
- Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC, 2011. "Capital Supply Uncertainty, Cash Holdings, and Investment," Swiss Finance Institute Research Paper Series 11-44, Swiss Finance Institute.
- 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.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014.
"Information percolation in segmented markets,"
Journal of Economic Theory, Elsevier, vol. 153(C), pages 1-32.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2010. "Information Percolation in Segmented Markets," Swiss Finance Institute Research Paper Series 10-09, Swiss Finance Institute.
- Darrell Duffie & Semyon Malamud & Gustavo Manso, 2011. "Information Percolation in Segmented Markets," NBER Working Papers 17295, National Bureau of Economic Research, Inc.
- 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.
- J. Hugonnier & S. Malamud & E. Trubowitz, 2012.
"Endogenous Completeness of Diffusion Driven Equilibrium Markets,"
Econometrica, Econometric Society, vol. 80(3), pages 1249-1270, May.
- Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009. "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series 09-41, Swiss Finance Institute.
- 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.
- Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
- Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
- Cvitanic, Jaksa & Malamud, Semyon, 2011.
"Price impact and portfolio impact,"
Journal of Financial Economics, Elsevier, vol. 100(1), pages 201-225, April.
- Jaksa CVITANIC & Semyon MALAMUD, 2010. "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series 10-26, Swiss Finance Institute.
- 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.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Research Papers 2023, Stanford University, Graduate School of Business.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009. "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.
- 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.
- Darrell Duffie & Semyon Malamud & Gustavo Manso, 2009.
"Information Percolation With Equilibrium Search Dynamics,"
Econometrica, Econometric Society, vol. 77(5), pages 1513-1574, September.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009. "Information Percolation with Equilibrium Search Dynamics," Swiss Finance Institute Research Paper Series 09-02, Swiss Finance Institute.
- 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.
- Semyon Malamud, 2008. "Universal bounds for asset prices in heterogeneous economies," Finance and Stochastics, Springer, vol. 12(3), pages 411-422, July.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-AIN: Artificial Intelligence (1) 2024-10-21
- NEP-CMP: Computational Economics (1) 2022-08-15
- NEP-CTA: Contract Theory and Applications (1) 2011-08-22
- NEP-ECM: Econometrics (1) 2022-08-15
- NEP-FMK: Financial Markets (1) 2022-08-15
- NEP-MAC: Macroeconomics (1) 2024-03-04
- NEP-MST: Market Microstructure (1) 2011-08-22
- NEP-NET: Network Economics (1) 2012-10-13
- NEP-ORE: Operations Research (1) 2020-07-20
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Semyon Malamud should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.