| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Acknowledgment: Kinks on the Mean-Variance Frontier |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
119 |
| Adoption externalities as public goods |
1 |
1 |
6 |
386 |
2 |
3 |
10 |
923 |
| An Alternative Characterization of Decreasing Absolute Risk Aversion |
0 |
0 |
1 |
137 |
0 |
1 |
3 |
413 |
| An explicit bound on individual assets' deviations from APT pricing in a finite economy |
0 |
0 |
0 |
124 |
1 |
2 |
3 |
263 |
| Approximate utility |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |
| Bank Runs, Deposit Insurance, and Liquidity |
10 |
22 |
124 |
5,779 |
66 |
177 |
721 |
17,942 |
| Bank runs, deposit insurance, and liquidity |
2 |
6 |
25 |
2,146 |
5 |
13 |
69 |
5,509 |
| Banking Theory, Deposit Insurance, and Bank Regulation |
0 |
0 |
5 |
583 |
1 |
1 |
11 |
1,316 |
| Bias of Damage Awards and Free Options in Securities Litigation |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
69 |
| Book Review: Security Markets: Stochastic Models by Darrell Duffie |
0 |
0 |
0 |
160 |
0 |
0 |
0 |
408 |
| Capital Structure and Dividend Irrelevance with Asymmetric Information |
0 |
0 |
3 |
508 |
0 |
0 |
10 |
1,935 |
| Consensus in Diverse Corporate Boards |
1 |
1 |
1 |
33 |
2 |
3 |
6 |
158 |
| Differential Information and Performance Measurement Using a Security Market Line |
0 |
1 |
3 |
285 |
2 |
5 |
15 |
913 |
| Distributional Analysis of Portfolio Choice |
0 |
3 |
8 |
256 |
1 |
4 |
11 |
528 |
| Duality, interest rates, and the theory of present value |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
76 |
| Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living |
0 |
0 |
6 |
267 |
0 |
0 |
9 |
921 |
| Employee Reload Options: Pricing, Hedging, and Optimal Exercise |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
480 |
| Empty Promises and Arbitrage |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
138 |
| Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation |
1 |
2 |
7 |
7 |
2 |
3 |
12 |
12 |
| Increases in risk aversion and the distribution of portfolio payoffs |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
139 |
| Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market |
0 |
0 |
1 |
262 |
0 |
0 |
5 |
637 |
| Lifetime consumption and investment: Retirement and constrained borrowing |
0 |
0 |
2 |
86 |
0 |
0 |
4 |
284 |
| Long Forward and Zero-Coupon Rates Can Never Fall |
0 |
0 |
2 |
239 |
0 |
1 |
9 |
1,283 |
| Mean-Variance Theory in Complete Markets |
0 |
2 |
11 |
426 |
1 |
6 |
25 |
896 |
| Nobel Lecture: Multiple Equilibria |
0 |
0 |
9 |
19 |
2 |
2 |
14 |
41 |
| Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
207 |
| On investor preferences and mutual fund separation |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
52 |
| Portfolio Efficient Sets |
0 |
0 |
1 |
127 |
1 |
1 |
2 |
343 |
| Portfolio Performance and Agency |
0 |
1 |
1 |
44 |
1 |
2 |
2 |
145 |
| Portfolio Turnpikes |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
181 |
| Present values and internal rates of return |
0 |
0 |
1 |
47 |
1 |
2 |
3 |
114 |
| Pricing Long Bonds: Pitfalls and Opportunities |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Recovering Additive Utility Functions |
0 |
0 |
2 |
36 |
0 |
0 |
3 |
142 |
| Recovering Cardinal Utility |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
113 |
| Recovering preferences from preferences over nominal gambles |
0 |
0 |
0 |
11 |
0 |
0 |
7 |
69 |
| Recovery of Preferences from Observed Wealth in a Single Realization |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
135 |
| Renegotiation-proof contracting, disclosure, and incentives for efficient investment |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
82 |
| Screening of possibly incompetent agents |
0 |
0 |
1 |
13 |
0 |
0 |
1 |
55 |
| Short Sales Restrictions and Kinks on the Mean Variance Frontier |
1 |
1 |
3 |
102 |
1 |
1 |
3 |
231 |
| Tax Clienteles and Asset Pricing |
0 |
0 |
2 |
60 |
1 |
1 |
3 |
152 |
| The Analytics of Performance Measurement Using a Security Market Line |
0 |
0 |
1 |
187 |
0 |
0 |
3 |
523 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
0 |
17 |
0 |
0 |
13 |
72 |
| The Cost and Duration of Cash-Balance Pension Plans |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
0 |
6 |
552 |
0 |
1 |
14 |
1,135 |
| The new risk management: the good, the bad, and the ugly |
0 |
0 |
1 |
23 |
0 |
1 |
9 |
92 |
| The new risk management: the good, the bad, and the ugly |
0 |
0 |
0 |
345 |
0 |
0 |
2 |
1,005 |
| Using Asset Allocation to Protect Spending |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model |
0 |
0 |
1 |
76 |
0 |
0 |
2 |
269 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
2 |
20 |
0 |
0 |
2 |
177 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
26 |
| Yes, the APT Is Testable |
0 |
0 |
1 |
235 |
0 |
0 |
1 |
472 |
| Total Journal Articles |
16 |
40 |
239 |
13,789 |
93 |
235 |
1,027 |
41,204 |
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