Darrell Duffie
National Bureau of Economic Research
James Darrell Duffie is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.
Read biography ↓Biography, research & contributions
James Darrell Duffie is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.
Affiliation
National Bureau of Economic Research
Top Publications
- Dynamic Asset Pricing Theory. (1993) - 3,054 citations
- Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000) - 2,985 citations
- Modeling Term Structures of Defaultable Bonds (1999) - 2,667 citations
- A YIELD‐FACTOR MODEL OF INTEREST RATES (1996) - 2,627 citations
- Term Structures of Credit Spreads with Incomplete Accounting Information (2001) - 1,386 citations
At a glance
- Full name
- Darrell Duffie
- ORCID
- 0000-0002-1212-7004
- OpenAlex ID
- https://openalex.org/A5020421565
Research interests
- Stochastic processes and financial applications, Economic theories and models, Financial Markets and Investment Strategies, Credit Risk and Financial Regulations, Banking stability, regulation, efficiency
Research topics
Education
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Selected research & further reading
A curated reading list, not a ranking by citation count. References use DOI metadata, matching public scholarly records or authoritative lecture sources.
See the source-linked reading and original works in the research guide above.
Citation & publication trends
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Source: OpenAlex · Retrieved 2026-10-08. Metrics are database-specific and are not a scientific ranking.
Most-cited linked publications
Publications matched across ORCID and OpenAlex. Citation counts are source-specific.
- Dynamic Asset Pricing Theory. ↗1993 · The Journal of Finance3,054OpenAlex citations
- Transform Analysis and Asset Pricing for Affine Jump-diffusions ↗2000 · Econometrica2,985OpenAlex citations
- Modeling Term Structures of Defaultable Bonds ↗1999 · Review of Financial Studies2,667OpenAlex citations
- A YIELD‐FACTOR MODEL OF INTEREST RATES ↗1996 · Mathematical Finance2,627OpenAlex citations
- Term Structures of Credit Spreads with Incomplete Accounting Information ↗2001 · Econometrica1,386OpenAlex citations
Recent linked publications
Publications matched across ORCID and OpenAlex. Citation counts are source-specific.
- Dynamic Asset Pricing Theory. ↗1993 · The Journal of Finance
- Transform Analysis and Asset Pricing for Affine Jump-diffusions ↗2000 · Econometrica
- Modeling Term Structures of Defaultable Bonds ↗1999 · Review of Financial Studies
- A YIELD‐FACTOR MODEL OF INTEREST RATES ↗1996 · Mathematical Finance
- Term Structures of Credit Spreads with Incomplete Accounting Information ↗2001 · Econometrica
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Institutions
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Awards & honors
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Career timeline
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Co-authors
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Sign in to claim this profileSources & data information
Editorial review: 2026-10-08 · Last data update: 2026-10-08 00:52:09
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