Concepedia

Pierre Collin‐Dufresne

PC

67

Publications

7.1K

Citations

38

H-Index

1999

Active since

Affiliations

École Polytechnique Fédérale de Lausanne(Current)

Swiss Finance Institute

National Bureau of Economic Research

University of Minnesota

Twin Cities Orthopedics

Pierre Collin‐Dufresne is an author at École Polytechnique Fédérale de Lausanne specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsAsset PricingEconomic AnalysisEmpirical FinanceManagementMacroeconomicsFinancial Crisis

Publications per year

1999–2023

67

Publications

67

Do Credit Spreads Reflect Stationary Leverage Ratios?

Pierre Collin‐Dufresne, Robert S. Goldstein · The Journal of Finance · 2001 · 813 citations · Full text

Financial Economics, Accounting, Credit Market +6

The Determinants of Credit Spread Changes

Pierre Collin‐Dufresne · SSRN Electronic Journal · 2000 · 610 citations · Full text

Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated

Luca Benzoni, Pierre Collin‐Dufresne, Robert S. Goldstein · The Journal of Finance · 2007 · 469 citations · Full text

Economics, Financial Economics, Asset Pricing +14

Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

Jaime Casassus, Pierre Collin‐Dufresne · The Journal of Finance · 2005 · 461 citations · Full text

Option Pricing, Economics, Financial Economics +15

On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle

Long Chen, Pierre Collin‐Dufresne, Robert S. Goldstein · Review of Financial Studies · 2008 · 417 citations · Full text

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