Journal Article |
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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 |
0 |
119 |
Adoption externalities as public goods |
0 |
1 |
4 |
386 |
0 |
2 |
8 |
923 |
An Alternative Characterization of Decreasing Absolute Risk Aversion |
0 |
0 |
1 |
137 |
0 |
0 |
3 |
413 |
An explicit bound on individual assets' deviations from APT pricing in a finite economy |
0 |
0 |
0 |
124 |
0 |
1 |
3 |
263 |
Approximate utility |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
4 |
Bank Runs, Deposit Insurance, and Liquidity |
5 |
27 |
114 |
5,796 |
55 |
183 |
709 |
18,059 |
Bank runs, deposit insurance, and liquidity |
1 |
4 |
21 |
2,148 |
7 |
16 |
61 |
5,520 |
Banking Theory, Deposit Insurance, and Bank Regulation |
0 |
0 |
3 |
583 |
0 |
1 |
8 |
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 |
6 |
1,935 |
Consensus in Diverse Corporate Boards |
0 |
1 |
1 |
33 |
0 |
2 |
6 |
158 |
Differential Information and Performance Measurement Using a Security Market Line |
0 |
0 |
2 |
285 |
0 |
2 |
12 |
913 |
Distributional Analysis of Portfolio Choice |
1 |
3 |
11 |
259 |
1 |
5 |
15 |
532 |
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 |
1 |
1 |
5 |
268 |
1 |
1 |
8 |
922 |
Employee Reload Options: Pricing, Hedging, and Optimal Exercise |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
480 |
Empty Promises and Arbitrage |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
139 |
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation |
0 |
2 |
8 |
8 |
1 |
4 |
14 |
14 |
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 |
1 |
2 |
263 |
0 |
1 |
6 |
638 |
Lifetime consumption and investment: Retirement and constrained borrowing |
0 |
0 |
2 |
86 |
1 |
2 |
6 |
286 |
Long Forward and Zero-Coupon Rates Can Never Fall |
1 |
1 |
2 |
240 |
1 |
2 |
9 |
1,285 |
Mean-Variance Theory in Complete Markets |
0 |
1 |
10 |
427 |
2 |
4 |
24 |
899 |
Nobel Lecture: Multiple Equilibria |
0 |
0 |
8 |
19 |
0 |
2 |
12 |
41 |
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
207 |
On investor preferences and mutual fund separation |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
52 |
Portfolio Efficient Sets |
1 |
1 |
1 |
128 |
1 |
2 |
2 |
344 |
Portfolio Performance and Agency |
1 |
1 |
2 |
45 |
1 |
2 |
3 |
146 |
Portfolio Turnpikes |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
182 |
Present values and internal rates of return |
0 |
0 |
1 |
47 |
1 |
2 |
4 |
115 |
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 |
1 |
1 |
2 |
114 |
Recovering preferences from preferences over nominal gambles |
0 |
0 |
0 |
11 |
0 |
0 |
6 |
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 |
1 |
1 |
2 |
14 |
1 |
1 |
2 |
56 |
Short Sales Restrictions and Kinks on the Mean Variance Frontier |
1 |
2 |
3 |
103 |
1 |
2 |
3 |
232 |
Tax Clienteles and Asset Pricing |
2 |
3 |
3 |
63 |
2 |
4 |
4 |
155 |
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 |
1 |
1 |
10 |
73 |
The Cost and Duration of Cash-Balance Pension Plans |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
0 |
4 |
552 |
0 |
0 |
12 |
1,135 |
The new risk management: the good, the bad, and the ugly |
0 |
0 |
1 |
23 |
0 |
0 |
7 |
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 |
1 |
1 |
3 |
270 |
What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
26 |
What is the Fed's decision problem? (conference panel discussion) |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
177 |
Yes, the APT Is Testable |
0 |
1 |
1 |
236 |
0 |
1 |
1 |
473 |
Total Journal Articles |
15 |
51 |
222 |
13,824 |
80 |
251 |
997 |
41,362 |