My main research area is asset pricing. I have also worked on several projects related to continuous-time equilibrium models applied to corporate finance, monetary policy, systemic risk, and option pricing.
You can view my papers on SSRN by clicking here.
Selected Publications
Duarte, V., Duarte, D., & Silva, D. (2024) Machine Learning for Continuous-Time Finance. Review of Financial Studies (Leading Article)
Caglayan, M., Duarte, D., Duarte, V., & Lu, X. (2024) Compounding Money and Nominal-Price Illusions. Management Science
Duarte, D., Öztekin, Ö., & Saporito, Y. (2022) Capital Structure and the Yield Curve. Review of Corporate Finance Studies
Docgne, S. & Duarte, D. (2022) Price Uncertainty and Debt Covenants: Evidence from US Oil Producers. Review of Corporate Finance Studies
Duarte, D., Prieto, R., Rindisbacher, & M., Saporito, Y. (2021). Vanishing Contagion Spreads, Management Science
Duarte, V., Duarte, D., Fonseca, J., & Montecinos, A. (2020). Benchmarking machine-learning software and hardware for quantitative economics. Journal of Economic Dynamics and Control
Duarte, D., & Prieto, R. (2020). Equilibrium implications of interest rate smoothing. Quantitative Finance
Duarte, D., & Saporito, Y. F. (2019). Endogenous asymmetric money illusion. Journal of Banking & Finance
Other Publications
9. Duarte, D., Rouxelin, F., Saporito, Y., & Targino, R. (2025) Press Freedom as a Risk factor: Effects on Volatility and Uncertainty. Journal of Portfolio Management
10. Caglayan, M., Duarte, D., & Lu, X. (2024) Variance of Deviation from Optimal Leverage. Journal of Financial Research
11. Duarte, D., Dupoyet, B., Docgne, S., Rouxelin, F. (2023) Tax Policies and Agency Costs. Journal of Financial Research
12. Duarte, D., Galindo Gil, H., & Montecinos, A. (2021). Leverage and Capital Utilization. The European Journal of Finance
13. Diaz, J., Duarte, D., Galindo Gil, H., Montecinos, A., & Truffa, S. (2021). The Importance of Large Shocks to Return Predictability, Pacific-Basin Finance Journal
14. Duarte, D., Galindo Gil, H., & Montecinos, A. (2020). The effects of risk aversion and money illusion on the components of dividend growth rate. The European Journal of Finance
Permanent Working Papers
Duarte, D., Lee, K., Schwenkler, G. (2019) The Systemic Effects of Benchmarking