| 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 |
1 |
5 |
124 |
| Adoption externalities as public goods |
0 |
1 |
4 |
391 |
0 |
4 |
15 |
940 |
| An Alternative Characterization of Decreasing Absolute Risk Aversion |
0 |
0 |
0 |
137 |
0 |
1 |
7 |
421 |
| An explicit bound on individual assets' deviations from APT pricing in a finite economy |
1 |
1 |
2 |
126 |
2 |
2 |
10 |
274 |
| Approximate utility |
0 |
0 |
1 |
2 |
1 |
2 |
39 |
43 |
| Bank Runs, Deposit Insurance, and Liquidity |
21 |
41 |
186 |
5,995 |
71 |
190 |
1,051 |
19,185 |
| Bank runs, deposit insurance, and liquidity |
1 |
5 |
18 |
2,169 |
6 |
25 |
136 |
5,663 |
| Banking Theory, Deposit Insurance, and Bank Regulation |
1 |
1 |
4 |
587 |
1 |
2 |
25 |
1,343 |
| Bias of Damage Awards and Free Options in Securities Litigation |
0 |
0 |
0 |
11 |
0 |
1 |
11 |
80 |
| Book Review: Security Markets: Stochastic Models by Darrell Duffie |
0 |
1 |
1 |
161 |
0 |
1 |
7 |
415 |
| Capital Structure and Dividend Irrelevance with Asymmetric Information |
0 |
0 |
0 |
508 |
0 |
3 |
13 |
1,948 |
| Consensus in Diverse Corporate Boards |
0 |
1 |
1 |
35 |
0 |
1 |
6 |
167 |
| Differential Information and Performance Measurement Using a Security Market Line |
0 |
0 |
1 |
286 |
0 |
1 |
6 |
921 |
| Distributional Analysis of Portfolio Choice |
0 |
1 |
3 |
263 |
1 |
4 |
20 |
554 |
| Duality, interest rates, and the theory of present value |
0 |
0 |
0 |
17 |
2 |
2 |
8 |
84 |
| Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living |
0 |
3 |
7 |
277 |
0 |
6 |
20 |
946 |
| Employee Reload Options: Pricing, Hedging, and Optimal Exercise |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
490 |
| Empty Promises and Arbitrage |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
146 |
| Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation |
0 |
3 |
7 |
17 |
0 |
5 |
14 |
30 |
| Increases in risk aversion and the distribution of portfolio payoffs |
0 |
0 |
0 |
24 |
0 |
1 |
9 |
148 |
| Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market |
0 |
0 |
0 |
263 |
0 |
1 |
11 |
650 |
| Lifetime consumption and investment: Retirement and constrained borrowing |
0 |
1 |
4 |
90 |
0 |
4 |
19 |
306 |
| Long Forward and Zero-Coupon Rates Can Never Fall |
0 |
1 |
6 |
246 |
0 |
3 |
22 |
1,309 |
| Mean-Variance Theory in Complete Markets |
0 |
0 |
2 |
429 |
1 |
2 |
16 |
915 |
| Nobel Lecture: Multiple Equilibria |
1 |
1 |
3 |
22 |
2 |
3 |
19 |
62 |
| Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans |
0 |
0 |
2 |
77 |
1 |
2 |
13 |
221 |
| On investor preferences and mutual fund separation |
0 |
0 |
0 |
15 |
0 |
1 |
9 |
61 |
| Portfolio Efficient Sets |
0 |
0 |
1 |
129 |
0 |
0 |
10 |
354 |
| Portfolio Performance and Agency |
0 |
0 |
0 |
45 |
0 |
0 |
12 |
158 |
| Portfolio Turnpikes |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
189 |
| Present values and internal rates of return |
0 |
0 |
0 |
47 |
0 |
2 |
10 |
126 |
| Pricing Long Bonds: Pitfalls and Opportunities |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
12 |
| Recovering Additive Utility Functions |
0 |
0 |
0 |
36 |
0 |
0 |
7 |
151 |
| Recovering Cardinal Utility |
0 |
0 |
0 |
26 |
0 |
1 |
9 |
128 |
| Recovering preferences from preferences over nominal gambles |
0 |
0 |
0 |
11 |
0 |
0 |
6 |
75 |
| Recovery of Preferences from Observed Wealth in a Single Realization |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
137 |
| Renegotiation-proof contracting, disclosure, and incentives for efficient investment |
0 |
0 |
0 |
15 |
1 |
1 |
11 |
94 |
| Screening of possibly incompetent agents |
0 |
0 |
0 |
14 |
0 |
0 |
10 |
66 |
| Short Sales Restrictions and Kinks on the Mean Variance Frontier |
0 |
0 |
0 |
103 |
0 |
0 |
7 |
239 |
| Tax Clienteles and Asset Pricing |
0 |
0 |
0 |
63 |
1 |
2 |
11 |
166 |
| The Analytics of Performance Measurement Using a Security Market Line |
0 |
0 |
0 |
187 |
0 |
0 |
13 |
536 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
1 |
18 |
0 |
2 |
16 |
89 |
| The Cost and Duration of Cash-Balance Pension Plans |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
17 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
0 |
3 |
555 |
0 |
0 |
14 |
1,149 |
| The new risk management: the good, the bad, and the ugly |
0 |
0 |
3 |
27 |
0 |
1 |
20 |
114 |
| The new risk management: the good, the bad, and the ugly |
0 |
0 |
1 |
346 |
1 |
2 |
13 |
1,019 |
| Using Asset Allocation to Protect Spending |
0 |
0 |
1 |
2 |
0 |
0 |
8 |
10 |
| Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model |
0 |
0 |
0 |
76 |
0 |
0 |
16 |
289 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
1 |
6 |
0 |
0 |
6 |
34 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
0 |
21 |
0 |
0 |
10 |
188 |
| Yes, the APT Is Testable |
0 |
0 |
2 |
238 |
0 |
1 |
11 |
484 |
| Total Journal Articles |
25 |
61 |
265 |
14,115 |
92 |
284 |
1,779 |
43,270 |
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