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Ross, Stephen A.
Friend, Irwin
76
Blume, Marshall E.
51
Allen, Franklin
26
Keim, Donald B.
26
Benninga, Simon
24
Gorton, Gary
21
Westerfield, Randolph
20
Stambaugh, Robert F.
19
Abel, Andrew B.
18
Siegel, Jeremy J.
18
Santomero, Anthony M.
17
Bohn, Henning
16
Lo, Andrew W.
16
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15
Startz, Richard
14
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13
Stoll, Hans R.
13
Bildersee, John S.
12
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12
Lee, Chi-Wen Jevons
12
MacKinlay, Craig A.
12
Protopapadakis, Aris
12
Basak, Süleyman
11
Crockett, Jean
11
Kandel, Shmuel
11
Keim, D.B.
11
Madhavan, Ananth
11
Allen, F.
10
Gorton, G.
10
Levy, Haim
10
Yilmaz, Bilge
10
Glen, Jack D.
9
Madhavan, A.
9
Stambaugh, R.F.
9
Vinso, Joseph D.
9
Walter, James E.
9
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8
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8
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Rodney L. White Center for Financial Research, Wharton School of Business
14
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Rodney L. White Center for Financial Research Working Papers
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1
Portfolio and Capital Market Theory with Arbitrary Preferences and Distributions: The General Validity of the Mean-Variance Approach in Large Markets
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005774168
Saved in:
2
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005774170
Saved in:
3
Portfolio Turnpike Theorems for Constant Policies
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005774174
Saved in:
4
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005618231
Saved in:
5
Options and Efficiency
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005618241
Saved in:
6
The Arbitrage Theory of Capital Asset Pricing
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005474538
Saved in:
7
The Pricing of Options for Jump Processes
Cox, John C.
;
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005656856
Saved in:
8
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005656934
Saved in:
9
Return, Risk and Arbitrage
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005656940
Saved in:
10
The Arbitrage Theory of Capital Asset Pricing
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005656952
Saved in:
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