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Douglas Breeden

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Duke University faculty

Douglas T. Breeden is the William W. Priest Professor of Finance and former Dean of the Fuqua School of Business, Duke University. He is best known for establishing the use of state prices in financial economics, and for his work on the Consumption CAPM. 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.
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