Douglas Breeden

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Douglas T. Breeden is the William W. Priest Professor of Finance and former Dean of the Fuqua School of Business, Duke University. [1] [2] He is best known for establishing the use of state prices in financial economics, [3] and for his work on the Consumption CAPM. [4] He was the International Association for Quantitative Finance “Financial Engineer of the Year 2013”, and was Founding Editor of the Journal of Fixed Income . He holds a Ph.D. in Finance from Stanford and an S.B. in Management Science from M.I.T.

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References

  1. Douglas Breeden, fuqua.duke.edu
  2. dougbreeden.net
  3. Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option Prices". Journal of Business . 51 (4): 621–651. doi:10.1086/296025. JSTOR   2352653.
  4. Breeden, Douglas T. (1979). "An intertemporal asset pricing model with stochastic consumption and investment opportunities". Journal of Financial Economics . 7 (3): 265–296.