Douglas Breeden

Source: Wikipedia, the free encyclopedia.

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
Journal of Fixed Income
. He holds a Ph.D. in Finance from
M.I.T.

References

  1. ^ Douglas Breeden, fuqua.duke.edu
  2. ^ dougbreeden.net
  3. 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.