| 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 |
2 |
2 |
2 |
121 |
| Adoption externalities as public goods |
0 |
0 |
4 |
387 |
1 |
2 |
9 |
926 |
| An Alternative Characterization of Decreasing Absolute Risk Aversion |
0 |
0 |
0 |
137 |
0 |
0 |
2 |
414 |
| An explicit bound on individual assets' deviations from APT pricing in a finite economy |
0 |
0 |
0 |
124 |
0 |
1 |
3 |
264 |
| Approximate utility |
1 |
1 |
2 |
2 |
7 |
15 |
19 |
19 |
| Bank Runs, Deposit Insurance, and Liquidity |
22 |
35 |
120 |
5,838 |
91 |
172 |
703 |
18,274 |
| Bank runs, deposit insurance, and liquidity |
2 |
4 |
21 |
2,154 |
8 |
19 |
70 |
5,543 |
| Banking Theory, Deposit Insurance, and Bank Regulation |
0 |
0 |
3 |
583 |
4 |
6 |
13 |
1,323 |
| Bias of Damage Awards and Free Options in Securities Litigation |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
70 |
| 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 |
1 |
508 |
2 |
2 |
4 |
1,937 |
| Consensus in Diverse Corporate Boards |
0 |
0 |
2 |
34 |
0 |
2 |
8 |
161 |
| Differential Information and Performance Measurement Using a Security Market Line |
0 |
0 |
1 |
285 |
0 |
1 |
9 |
915 |
| Distributional Analysis of Portfolio Choice |
0 |
1 |
10 |
260 |
2 |
5 |
18 |
537 |
| Duality, interest rates, and the theory of present value |
0 |
0 |
0 |
17 |
2 |
2 |
2 |
78 |
| Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living |
1 |
2 |
8 |
271 |
3 |
4 |
12 |
929 |
| Employee Reload Options: Pricing, Hedging, and Optimal Exercise |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
481 |
| Empty Promises and Arbitrage |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
141 |
| Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation |
0 |
2 |
8 |
10 |
0 |
2 |
14 |
16 |
| Increases in risk aversion and the distribution of portfolio payoffs |
0 |
0 |
0 |
24 |
2 |
2 |
2 |
141 |
| Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market |
0 |
0 |
1 |
263 |
0 |
1 |
5 |
640 |
| Lifetime consumption and investment: Retirement and constrained borrowing |
1 |
2 |
3 |
88 |
3 |
5 |
10 |
291 |
| Long Forward and Zero-Coupon Rates Can Never Fall |
0 |
0 |
1 |
240 |
0 |
1 |
7 |
1,287 |
| Mean-Variance Theory in Complete Markets |
0 |
0 |
4 |
427 |
4 |
4 |
18 |
903 |
| Nobel Lecture: Multiple Equilibria |
0 |
1 |
3 |
20 |
1 |
4 |
9 |
46 |
| Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans |
1 |
1 |
1 |
76 |
1 |
2 |
3 |
209 |
| On investor preferences and mutual fund separation |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
52 |
| Portfolio Efficient Sets |
0 |
0 |
1 |
128 |
0 |
0 |
2 |
344 |
| Portfolio Performance and Agency |
0 |
0 |
2 |
45 |
1 |
1 |
4 |
147 |
| Portfolio Turnpikes |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
183 |
| Present values and internal rates of return |
0 |
0 |
0 |
47 |
0 |
0 |
4 |
116 |
| Pricing Long Bonds: Pitfalls and Opportunities |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Recovering Additive Utility Functions |
0 |
0 |
0 |
36 |
0 |
1 |
3 |
144 |
| Recovering Cardinal Utility |
0 |
0 |
0 |
26 |
0 |
0 |
7 |
119 |
| Recovering preferences from preferences over nominal gambles |
0 |
0 |
0 |
11 |
1 |
1 |
3 |
70 |
| Recovery of Preferences from Observed Wealth in a Single Realization |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
136 |
| Renegotiation-proof contracting, disclosure, and incentives for efficient investment |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
83 |
| Screening of possibly incompetent agents |
0 |
0 |
1 |
14 |
0 |
1 |
2 |
57 |
| Short Sales Restrictions and Kinks on the Mean Variance Frontier |
0 |
0 |
2 |
103 |
0 |
0 |
2 |
232 |
| Tax Clienteles and Asset Pricing |
0 |
0 |
3 |
63 |
2 |
2 |
6 |
157 |
| The Analytics of Performance Measurement Using a Security Market Line |
0 |
0 |
1 |
187 |
4 |
4 |
5 |
527 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
0 |
17 |
0 |
1 |
7 |
74 |
| The Cost and Duration of Cash-Balance Pension Plans |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
1 |
3 |
553 |
3 |
4 |
9 |
1,139 |
| The new risk management: the good, the bad, and the ugly |
0 |
1 |
2 |
24 |
0 |
1 |
7 |
94 |
| The new risk management: the good, the bad, and the ugly |
0 |
0 |
0 |
345 |
0 |
1 |
2 |
1,006 |
| Using Asset Allocation to Protect Spending |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
2 |
| Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model |
0 |
0 |
1 |
76 |
2 |
2 |
7 |
275 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
1 |
1 |
5 |
0 |
1 |
2 |
28 |
| What is the Fed's decision problem? (conference panel discussion) |
0 |
1 |
1 |
21 |
1 |
2 |
2 |
179 |
| Yes, the APT Is Testable |
0 |
1 |
2 |
237 |
0 |
1 |
2 |
474 |
| Total Journal Articles |
28 |
54 |
214 |
13,890 |
151 |
284 |
1,040 |
41,718 |