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Johan WALDEN
Johan WALDEN
Professor of Finance, UC Berkeley - Finance Group
Verified email at berkeley.edu - Homepage
Title
Cited by
Cited by
Year
Diversification disasters
R Ibragimov, D Jaffee, J Walden
Journal of financial economics 99 (2), 333-348, 2011
3382011
Investor networks in the stock market
HN Ozsoylev, J Walden, MD Yavuz, R Bildik
Review of Financial Studies 27 (5), 1323-1366, 2014
2902014
Fast Slant Stack: A notion of Radon transform for data in a Cartesian grid which is rapidly computible, algebraically exact, geometrically faithful and invertible
RR Coifman, DL Donoho, M Israeli, J Walden
Department of Statistics, Stanford University, 2001
273*2001
Asset pricing in large information networks
HN Ozsoylev, J Walden
Journal of Economic Theory 146 (6), 2252-2280, 2011
2112011
The limits of diversification when losses may be large
R Ibragimov, J Walden
Journal of Banking & Finance 31 (8), 2551-2569, 2007
2112007
Social transmission bias and investor behavior
B Han, D Hirshleifer, J Walden
Journal of Financial and Quantitative Analysis 57 (1), 390-412, 2022
1682022
Nondiversification traps in catastrophe insurance markets
R Ibragimov, D Jaffee, J Walden
Review of Financial Studies 22 (3), 959-993, 2009
1572009
Heavy-tailed distributions and robustness in economics and finance
M Ibragimov, R Ibragimov, J Walden
Springer, 2015
1362015
Hedging labor income risk
S Betermier, T Jansson, C Parlour, J Walden
Journal of Financial Economics 105 (3), 622-639, 2012
1262012
Limited capital market participation and human capital risk
JB Berk, J Walden
The Review of Asset Pricing Studies 3 (1), 1-37, 2013
972013
On the approximation of singular source terms in differential equations
J Waldén
Numerical Methods for Partial Differential Equations 15 (4), 503-520, 1999
971999
Trading, profits, and volatility in a dynamic information network model
J Walden
The Review of Economic Studies, 2019
832019
BENCHOP–The BENCHmarking project in option pricing
L von Sydow, L Josef Höök, E Larsson, E Lindström, S Milovanović, ...
International Journal of Computer Mathematics 92 (12), 2361-2379, 2015
782015
Recovery with unbounded diffusion processes
J Walden
Review of Finance 21 (4), 1403-1444, 2017
732017
Adaptive wavelet methods for hyperbolic PDEs
M Holmström, J Waldén
Journal of scientific computing 13, 19-49, 1998
711998
Markup cycles, dynamic misallocation, and amplification
MM Opp, CA Parlour, J Walden
Journal of Economic Theory 154, 126-161, 2014
69*2014
The industrial organization of the US residential mortgage market
R Stanton, J Walden, N Wallace
Annu. Rev. Financ. Econ. 6 (1), 259-288, 2014
612014
Optimal bundling strategies under heavy-tailed valuations
R Ibragimov, J Walden
Management Science 56 (11), 1963-1976, 2010
592010
Pricing and capital allocation for multiline insurance firms
R Ibragimov, D Jaffee, J Walden
Journal of Risk and Insurance 77 (3), 551-578, 2010
592010
Estimating time and size of bioterror attack
J Walden, EH Kaplan
Emerging Infectious Diseases 10 (7), 1202, 2004
582004
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