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A shortfall approach to the creditor's decision : how much leverage can a firm support?

Leibowitz, Martin L. - In: Financial analysts' journal : FAJ 46 (1990) 3, pp. 43-52

Persistent link: https://www.econbiz.de/10001089636

The recovery theorem

Ross, Stephen A. - 2011

Persistent link: https://www.econbiz.de/10009308221

Markets for agents : fund management

Ross, Stephen A. - In: The legacy of Fischer Black, (pp. 96-124). 2005

Persistent link: https://www.econbiz.de/10003404021

Neoclassical finance, alternative finance and the closed end fund puzzle

Ross, Stephen A. - In: European financial management : the journal of the … 8 (2002) 2, pp. 129-137

Persistent link: https://www.econbiz.de/10001688468

Compensation, incentives, and the duality of risk-aversion and riskiness

Ross, Stephen A. - In: The journal of finance : the journal of the American … 59 (2004) 1, pp. 207-225

Persistent link: https://www.econbiz.de/10001931135

Information and volatility: the no-arbitrage martingale approach to timing and resolution irrelevancy

Ross, Stephen A. - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10001063267

Hedging long run commitments : exercises in incomplete market pricing

Ross, Stephen A. - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 385-420

Persistent link: https://www.econbiz.de/10001337736

Adding risks : Samuelson's fallacy of large numbers revisited

Ross, Stephen A. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 323-339

Persistent link: https://www.econbiz.de/10001453398

Institutional markets, financial marketing, and financial innovation

Ross, Stephen A. - In: The journal of finance : the journal of the American … 44 (1989) 3, pp. 541-556

Persistent link: https://www.econbiz.de/10001072892

The Recovery Theorem

Ross, Stephen A. - 2011

We can only estimate the distribution of stock returns but we observe the distribution of risk neutral state prices. Risk neutral state prices are the product of risk aversion - the pricing kernel - and the natural probability distribution. The Recovery Theorem enables us to separate these and...

Persistent link: https://www.econbiz.de/10012461335