Douglas Breeden

Q: What Schools Are Affiliated With Douglas Breeden

Douglas Breeden is affiliated with the following schools: Stanford University, Massachusetts Institute of Technology, Duke University

Douglas Breeden's AcademicInfluence.com Rankings

Douglas Breeden

Business

#617

World Rank

#679

Historical Rank

Finance

#101

World Rank

#106

Historical Rank

business Degrees

Douglas Breeden

Economics

#2029

World Rank

#2323

Historical Rank

economics Degrees

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Business
Economics

Douglas Breeden's Degrees

PhD Finance Stanford University
Masters Finance Stanford University
Bachelors Economics Stanford University

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Why Is Douglas Breeden Influential?

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According to Wikipedia, Douglas T. Breeden is the William W. Priest Professor of Finance and former Dean of the Fuqua School of Business, Duke University. He is best known for establishing the use of state prices in financial economics, and for his work on the Consumption CAPM. He was the International Association for Quantitative Finance “Financial Engineer of the Year 2013”, and was Founding Editor of the Journal of Fixed Income. He holds a Ph.D. in Finance from Stanford and an S.B. in Management Science from M.I.T.

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Douglas Breeden's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities (1979) (2620)
Prices of State-Contingent Claims Implicit in Option Prices (1978) (2312)
Empirical Tests of the Consumption-Oriented CAPM (1989) (712)
Consumption, Production, Inflation and Interest Rates: A Synthesis (1986) (164)
Consumption Risk in Futures Markets (1980) (129)
Why Do Firms Hedge? An Asymmetric Information Model (2015) (97)
Futures Markets and Commodity Options: Hedging and Optimality in Incomplete Markets (1984) (82)
Why Do Firms Hedge? An Asymmetric Information Approach (1998) (50)
Complexities of Hedging Mortgages (1994) (25)
Risk, Return, and Hedging of Fixed-Rate Mortgages (1991) (24)
Consumption-Based Asset Pricing, Part 1: Classic Theory and Tests, Measurement Issues, and Limited Participation (2015) (14)
Central Bank Policy Impacts on the Distribution of Future Interest Rates (2014) (13)
Hedging Interest Rate Risks with Futures, Swaps and Options (1987) (10)
Intertemporal Portfolio Theory and Asset Pricing (1989) (7)
Consumption-Based Asset Pricing, Part 2: Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters (2015) (6)
Consumption as a Leading Indicator (2013) (6)
Bank Risk Management (2015) (6)
Changes in consumption and investment opportunities and the valuation of securities (1977) (5)
Convexity and Empirical Option Costs of Mortgage Securities (1997) (5)
Optimal Dynamic Trading Strategies (2004) (5)
Growth Risk of Nontraded Industries and Asset Pricing (2019) (3)
A Stocks, Bonds, Consumers Leading Indicator (2014) (2)
A path-dependent approach to security valuation with application to interest rate contingent claims (1997) (2)
15th Annual Conference of the Western Finance Association (1980) (0)
UCLA Recent Work Title Optimal Recursive (2002) (0)
American Finance Association Consumption Risk in Futures Markets (2007) (0)
Consumer signals (2016) (0)
Do Complex Economies Require Complex Financial Systems? (2010) (0)
Tilburg University Firms and their distressed banks Ongena (2004) (0)
A Stocks , Bonds , Consumers Leading Index ( SBCLI ) By (2012) (0)
Discussion [Equilibrium Term Structure Models: Test Methodology] (1980) (0)
Editor's Letter (2000) (0)
The Use and Misuse of Models in Investment Management (2009) (0)
Editor's Letter (2000) (0)
Central Bank Policy Impacts on the Distribution of State Prices for Future Interest Rates, 2003–2022 (2022) (0)
Editor's Letter (2000) (0)
Editor's Letter (1999) (0)
Convexity and Empirical Option Costs of Fixed Rate Mortgages (2015) (0)
Consumer signals (2016) (0)

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Other Resources About Douglas Breeden

What Schools Are Affiliated With Douglas Breeden?

Douglas Breeden is affiliated with the following schools:

Douglas Breeden's Academic­Influence.com Rankings

Douglas Breeden's Degrees

Similar Degrees You Can Earn

Why Is Douglas Breeden Influential?

Douglas Breeden's Published Works

Published Works

Other Resources About Douglas Breeden

What Schools Are Affiliated With Douglas Breeden?

Douglas Breeden's AcademicInfluence.com Rankings