Peter DeMarzo

Q: What Schools Are Affiliated With Peter DeMarzo

Peter DeMarzo is affiliated with the following schools: Northwestern University, Stanford University

Peter DeMarzo's AcademicInfluence.com Rankings

Peter DeMarzo

Economics

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economics Degrees

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Economics

Peter DeMarzo's Degrees

PhD Economics Stanford University

Why Is Peter DeMarzo Influential?

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According to Wikipedia, Peter M. DeMarzo is an American economist. He was educated at the University of California, San Diego. Upon graduating with a bachelor's degree in 1984, DeMarzo pursued graduate study at Stanford University, finishing his master's degree and doctorate in 1984 and 1989, respectively. DeMarzo began teaching at the Kellogg School of Management in 1989, and remained on the faculty at Northwestern University through 1997. Between 1995 and 1997, he was a visiting assistant professor at Stanford, after which he secured an associate professorship at the Haas School of Business of the University of California, Berkeley. He returned to Stanford in 2000, and was later appointed to the Mizuho Financial Group Professorship of Finance, followed by the Staehelin Family Professorship of Finance. DeMarzo was appointed president of the American Finance Association for the 2019 term.

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Peter DeMarzo'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

Corporate Incentives for Hedging and Hedge Accounting (1995) (744)
Persuasion Bias, Social Influence, and Unidimensional Opinions (2003) (713)
A liquidity-based model of security design (1999) (712)
The Pooling and Tranching of Securities: A Model of Informed Intermediation (2005) (637)
Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model (2006) (612)
Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive (2013) (582)
Optimal Long-Term Financial Contracting (2007) (453)
Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive (2010) (426)
Dynamic Agency and the Q Theory of Investment (2012) (339)
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions (2001) (310)
Agency and Optimal Investment Dynamics (2003) (254)
Corporate financial hedging with proprietary information (1991) (248)
Endogenous Information Flows and the Clustering of Announcements (2008) (202)
Sequential Banking (1992) (202)
Bidding with Securities: Auctions and Security Design (2004) (202)
Relative Wealth Concerns and Financial Bubbles (2005) (183)
Diversification as a Public Good: Community Effects in Portfolio Choice (2002) (170)
The Leverage Ratchet Effect (2017) (150)
Ownership Dynamics and Asset Pricing with a Large Shareholder (2006) (130)
Self-Regulation and Government Oversight (2005) (123)
Learning, Termination, and Payout Policy in Dynamic Incentive Contracts (2016) (100)
The Leverage Ratchet Effect: Leverage Ratchet Effect (2018) (93)
The Optimal Enforcement of Insider Trading Regulations (1998) (88)
Technological innovation and real investment booms and busts (2007) (81)
Leverage Dynamics Without Commitment (2016) (81)
Debt Overhang and Capital Regulation (2012) (80)
Optimal Long-Term Financial Contracting with Privately Observed Cash Flows (2004) (80)
Majority Voting and Corporate Control: The Rule of the Dominant Shareholder (1993) (77)
Computing Equilibria When Asset Markets Are Incomplete (1996) (71)
Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information☆ (1998) (71)
Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives (2013) (52)
An Extension of the Modigliani-Miller Theorem to Stochastic Economies with Incomplete Markets and In (1988) (50)
Corporate finance (3rd edition) (2014) (50)
A Continuous-Time Agency Model of Optimal Contracting and Capital Structure (2004) (50)
Online trading algorithms and robust option pricing (2006) (49)
Corporate Finance : The Core (2006) (48)
Presidential Address: Collateral and Commitment (2019) (45)
PERSUASION BIAS , SOCIAL INFLUENCE , AND UNIDIMENSIONAL (2003) (43)
Optimal Incentive Contracts When Agents Can Save, Borrow, and Default☆ (1999) (38)
Test Design and Minimum Standards (2019) (36)
Relative Pay for Non-Relative Performance: Keeping Up with the Joneses with Optimal Contracts (2016) (31)
Computing equilibria of GEI by relocalization on a Grassmann manifold (1996) (31)
Learning in Dynamic Incentive Contracts (2008) (29)
On the uniqueness of fully informative rational expectations equilibria (1999) (28)
Optimal Trading by a 'Large Shareholder' (2001) (23)
Portfolio Liquidation and Security Design with Private Information (2002) (22)
Computing Zeros of Sections of Vector Bundles Using Homotopies and Relocalization (1996) (22)
Contracting and Enforcement with a Self-Regulatory Organization (2001) (21)
Coalitions, Leadership, and Social Norms: The Power of Suggestion in Games (1992) (17)
Fallacies and Irrelevant Facts in the Discussion of Capital Regulation (2014) (13)
The Enforcement Policy of a Self-Regulatory Organization (2000) (13)
Comments of 71 Concerned Economists: Using Procurement Auctions to Allocate Broadband Stimulus Grants (2009) (12)
Coalitions and Sustainable Social Norms in Repeated Games (1988) (10)
A Continuous-Time Agency Model of Optimal Contracting and Dynamic Capital Structure † (2005) (10)
Sovereign Debt Ratchets and Welfare Destruction (2023) (10)
Robust Option Pricing: Hannan and Blackwell Meet Black and Scholes (2016) (8)
Corporate finance, 1st edition (2010) (6)
Reputations, Investigations and Self Regulation (2007) (4)
Research Articles On the uniqueness of fully informative rational expectations equilibria w (1999) (4)
Optimality of Securitized Debt with Endogenous and Flexible Information Acquisition (2011) (3)
The Society for Financial Studies Corporate Incentives for Hedging and Hedge Accounting (2007) (3)
Mechanism Design with an Informed Principal: Extensions and Generalizations∗ (2020) (3)
Portfolio Liquidity and Security Design with Private Information (2021) (3)
A Model of Persuasion - With Implications for Financial Markets (2000) (3)
Community Effects and Externalities in Portfolio Choice ∗ (2001) (3)
Comments on: Enhanced prudential standards under section 165, and early remediation requirements under section 166 of the Dodd-Frank Act (2012) (2)
Relative Wealth Concerns and Technology Bubbles (2005) (2)
Corporate finance and investment with incomplete markets (1989) (2)
On Hannan and Blackwell's Approachability and Options - A Game Theoretic Approach for Option Pricing (2006) (1)
Test Design and Disclosure (2017) (1)
Contracting in Peer Networks (2021) (1)
AMERICAN FINANCE ASSOCIATION (2016) (0)
Managerial Compensation with Keeping up with the Joneses Agents (0)
On Regret and Options-A Game Theoretic Approach for Option Pricing † (2005) (0)
Examining the Impact of the Proposed Rules to Implement Basel III Capital Standards ” (2012) (0)
Sequential Banking Author ( s ) : (2008) (0)
A Continuous-Time Principal-Agent Model with Privately Observable Cash Flows. Preliminary and Incomplete (2004) (0)
Study Guide to accompany Corporate Finance (2006) (0)
Can Ownership Restrictions enhance Security Value ? An Examination of Emerging Market Debt (2001) (0)
1 The Leverage Ratchet Effect (2017) (0)

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What Schools Are Affiliated With Peter DeMarzo?

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