| 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 |
1 |
1 |
4 |
123 |
| Adoption externalities as public goods |
0 |
0 |
4 |
390 |
0 |
2 |
13 |
936 |
| An Alternative Characterization of Decreasing Absolute Risk Aversion |
0 |
0 |
0 |
137 |
0 |
2 |
7 |
420 |
| An explicit bound on individual assets' deviations from APT pricing in a finite economy |
1 |
1 |
1 |
125 |
3 |
3 |
9 |
272 |
| Approximate utility |
0 |
0 |
1 |
2 |
0 |
2 |
37 |
41 |
| Bank Runs, Deposit Insurance, and Liquidity |
23 |
45 |
163 |
5,954 |
100 |
270 |
991 |
18,995 |
| Bank runs, deposit insurance, and liquidity |
1 |
4 |
17 |
2,164 |
7 |
32 |
125 |
5,638 |
| Banking Theory, Deposit Insurance, and Bank Regulation |
1 |
2 |
3 |
586 |
1 |
6 |
25 |
1,341 |
| Bias of Damage Awards and Free Options in Securities Litigation |
0 |
0 |
0 |
11 |
0 |
2 |
10 |
79 |
| Book Review: Security Markets: Stochastic Models by Darrell Duffie |
0 |
0 |
0 |
160 |
0 |
2 |
6 |
414 |
| Capital Structure and Dividend Irrelevance with Asymmetric Information |
0 |
0 |
0 |
508 |
0 |
0 |
10 |
1,945 |
| Consensus in Diverse Corporate Boards |
0 |
0 |
1 |
34 |
0 |
0 |
8 |
166 |
| Differential Information and Performance Measurement Using a Security Market Line |
0 |
1 |
1 |
286 |
1 |
4 |
7 |
920 |
| Distributional Analysis of Portfolio Choice |
0 |
0 |
4 |
262 |
0 |
5 |
19 |
550 |
| Duality, interest rates, and the theory of present value |
0 |
0 |
0 |
17 |
0 |
1 |
6 |
82 |
| Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living |
2 |
3 |
7 |
274 |
2 |
4 |
19 |
940 |
| Employee Reload Options: Pricing, Hedging, and Optimal Exercise |
0 |
0 |
0 |
1 |
2 |
6 |
10 |
490 |
| Empty Promises and Arbitrage |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
145 |
| Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation |
1 |
1 |
6 |
14 |
1 |
4 |
12 |
25 |
| Increases in risk aversion and the distribution of portfolio payoffs |
0 |
0 |
0 |
24 |
0 |
2 |
8 |
147 |
| Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market |
0 |
0 |
0 |
263 |
1 |
5 |
11 |
649 |
| Lifetime consumption and investment: Retirement and constrained borrowing |
0 |
1 |
3 |
89 |
1 |
3 |
17 |
302 |
| Long Forward and Zero-Coupon Rates Can Never Fall |
0 |
3 |
6 |
245 |
1 |
7 |
22 |
1,306 |
| Mean-Variance Theory in Complete Markets |
0 |
0 |
2 |
429 |
0 |
1 |
16 |
913 |
| Nobel Lecture: Multiple Equilibria |
0 |
0 |
2 |
21 |
0 |
4 |
18 |
59 |
| Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans |
0 |
0 |
2 |
77 |
1 |
3 |
12 |
219 |
| On investor preferences and mutual fund separation |
0 |
0 |
0 |
15 |
0 |
0 |
8 |
60 |
| Portfolio Efficient Sets |
0 |
1 |
2 |
129 |
1 |
4 |
11 |
354 |
| Portfolio Performance and Agency |
0 |
0 |
1 |
45 |
0 |
5 |
13 |
158 |
| Portfolio Turnpikes |
0 |
0 |
0 |
1 |
2 |
3 |
8 |
189 |
| Present values and internal rates of return |
0 |
0 |
0 |
47 |
0 |
3 |
10 |
124 |
| Pricing Long Bonds: Pitfalls and Opportunities |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
10 |
| Recovering Additive Utility Functions |
0 |
0 |
0 |
36 |
0 |
3 |
9 |
151 |
| Recovering Cardinal Utility |
0 |
0 |
0 |
26 |
0 |
2 |
14 |
127 |
| Recovering preferences from preferences over nominal gambles |
0 |
0 |
0 |
11 |
1 |
3 |
6 |
75 |
| Recovery of Preferences from Observed Wealth in a Single Realization |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
137 |
| Renegotiation-proof contracting, disclosure, and incentives for efficient investment |
0 |
0 |
0 |
15 |
0 |
2 |
11 |
93 |
| Screening of possibly incompetent agents |
0 |
0 |
1 |
14 |
0 |
3 |
11 |
66 |
| Short Sales Restrictions and Kinks on the Mean Variance Frontier |
0 |
0 |
1 |
103 |
0 |
1 |
8 |
239 |
| Tax Clienteles and Asset Pricing |
0 |
0 |
2 |
63 |
0 |
1 |
11 |
164 |
| The Analytics of Performance Measurement Using a Security Market Line |
0 |
0 |
0 |
187 |
0 |
5 |
13 |
536 |
| The Contributions of Stephen A. Ross to Financial Economics |
1 |
1 |
1 |
18 |
1 |
8 |
15 |
87 |
| The Cost and Duration of Cash-Balance Pension Plans |
0 |
0 |
0 |
0 |
5 |
9 |
14 |
16 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
1 |
2 |
3 |
555 |
2 |
4 |
14 |
1,149 |
| The new risk management: the good, the bad, and the ugly |
0 |
0 |
4 |
27 |
0 |
7 |
21 |
113 |
| The new risk management: the good, the bad, and the ugly |
0 |
1 |
1 |
346 |
1 |
6 |
12 |
1,017 |
| Using Asset Allocation to Protect Spending |
0 |
1 |
1 |
2 |
0 |
6 |
9 |
10 |
| Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model |
0 |
0 |
0 |
76 |
1 |
6 |
20 |
289 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
1 |
21 |
0 |
1 |
11 |
188 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
2 |
6 |
0 |
3 |
8 |
34 |
| Yes, the APT Is Testable |
0 |
0 |
2 |
238 |
0 |
2 |
10 |
483 |
| Total Journal Articles |
31 |
67 |
245 |
14,054 |
137 |
466 |
1,704 |
42,986 |
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