Pierre Collin Dufresne

Pierre Collin Dufresne

École Polytechnique Fédérale de Lausanne - Lausanne / Switzerland
Others
AD Scientific Index ID: 1182172
Eidgenössische Technische Hochschule Lausanne
person_outline Pierre Collin Dufresne's MOST POPULAR ARTICLES
1-) The determinants of credit spread changesP Collin-Dufresn, RS Goldstein, JS MartinThe Journal of Finance 56 (6), 2177-2207, 200127342001
2-) Do credit spreads reflect stationary leverage ratios?P Collin‐Dufresne, RS GoldsteinThe journal of finance 56 (5), 1929-1957, 200110922001
3-) Portfolio choice over the life‐cycle when the stock and labor markets are cointegratedL Benzoni, P Collin‐Dufresne, RS GoldsteinThe Journal of Finance 62 (5), 2123-2167, 20075452007
4-) On the relation between the credit spread puzzle and the equity premium puzzleL Chen, P Collin-Dufresne, RS GoldsteinThe Review of Financial Studies 22 (9), 3367-3409, 20095502009
5-) Stochastic convenience yield implied from commodity futures and interest ratesJ Casassus, P Collin‐DufresneThe Journal of Finance 60 (5), 2283-2331, 20055482005