Nicolae Gârleanu

Best Publications

• Securities lending, shorting, and pricing

  Darrell Duffie;Nicolae Gârleanu;Lasse Heje Pedersen

  879
  Citations

• Risk and Valuation of Collateralized Debt Obligations

  Darrell Duffie;Nicolae Gârleanu

  868
  Citations

• Margin-Based Asset Pricing and Deviations from the Law of One Price

  Nicolae Gârleanu;Lasse Heje Pedersen

  834
  Citations

• Design and Renegotiation of Debt Covenants

  Nicolae Gârleanu;Jeffrey Zwiebel

  667
  Citations

• Dynamic Trading with Predictable Returns and Transaction Costs

  Nicolae Gârleanu;Lasse Heje Pedersen

  643
  Citations

• Valuation in Over-the-Counter Markets

  Darrell Duffie;Darrell Duffie;Nicolae Gârleanu;Nicolae Gârleanu;Nicolae Gârleanu;Lasse Heje Pedersen

  510
  Citations

• Over-the-Counter Markets

  Darrell Duffie;Darrell Duffie;Nicolae Gârleanu;Nicolae Gârleanu;Nicolae Gârleanu;Lasse Heje Pedersen

  309
  Citations

• Demand-Based Option Pricing

  Nicolae Gârleanu;Lasse Heje Pedersen;Allen M. Poteshman

  303
  Citations

• Liquidity and Risk Management

  Nicolae Garleanu;Lasse Heje Pedersen

  300
  Citations

• Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing

  Nicolae Gârleanu;Stavros Panageas

  285
  Citations

• Securities Lending, Shorting, and Pricing

  Darrell Duffie;Darrell Duffie;Nicolae Garleanu;Nicolae Garleanu;Nicolae Garleanu;Lasse Heje Pedersen

  280
  Citations

• Efficiently Inefficient Markets for Assets and Asset Management

  Nicolae Gârleanu;Lasse Heje Pedersen

  259
  Citations

• Technological Growth and Asset Pricing

  Nicolae B Gârleanu;Stavros Panageas;Jianfeng Yu

  224
  Citations

• Two Monetary Tools: Interest Rates and Haircuts

  Adam Ashcraft;Nicolae Gârleanu;Lasse Heje Pedersen

  217
  Citations

• Dynamic portfolio choice with frictions

  Nicolae Gârleanu;Nicolae Gârleanu;Lasse Heje Pedersen

  190
  Citations

• Portfolio choice and pricing in illiquid markets

  Nicolae Gârleanu;Nicolae Gârleanu

  189
  Citations

• Displacement risk and asset returns

  Nicolae Gârleanu;Nicolae Gârleanu;Leonid Kogan;Stavros Panageas

  166
  Citations

• Adverse Selection and the Required Return

  Nicolae Gârleanu;Lasse Heje Pedersen

  155
  Citations

• Risk and Valuation of Collateralized Debt Obligations

  Nicolae Garleanu;Nicolae Garleanu;Nicolae Garleanu;Darrell Duffie;Darrell Duffie

  127
  Citations

• Dynamic Trading with Predictable Returns and Transaction Costs

  Nicolae Bogdan Garleanu;Nicolae Bogdan Garleanu;Nicolae Bogdan Garleanu;Lasse Heje Pedersen

  92
  Citations