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Pierre Collin-Dufresne

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About

For biographical information, please refer to the publication.

Working papers

Working Papers

Modeling Credit Contagion via the Updating of Fragile Beliefs
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein, Jean Helwege | 2012 | No. 2012-04 | October Download
Can Standard Preferences Explain the Prices of Out-of-the-Money S&P 500 Put Options?
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2011 | No. 2011-11 | November Download
Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2010 | No. 2010-10 | January Download
Portfolio Choice over the Life-Cycle When the Stock and Labor Markets Are Cointegrated
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2007 | No. 2007-11 | November Download
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