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Ross, Stephen A.
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ECONIS (ZBW)
52
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1
The term structure of real interest rates and the Cox, Ingersoll and Ross model
Brown, Roger H.
- In:
Journal of financial economics
35
(
1994
)
1
,
pp. 3-42
Persistent link: https://www.econbiz.de/10001153759
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2
High-water marks and hedge fund management contracts
Goetzmann, William N.
;
Ingersoll, Jonathan E.
;
Ross, …
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1685-1718
Persistent link: https://www.econbiz.de/10001781176
Saved in:
3
Long forward and zero-coupon rates can never fall
Dybvig, Philip H.
- In:
The journal of business : B
69
(
1996
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001196031
Saved in:
4
Waiting to invest : investment and uncertainty
Ingersoll, Jonathan E.
- In:
The journal of business : B
65
(
1992
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001121941
Saved in:
5
The contributions of Stephen A. Ross to financial economics
Brown, Stephen J.
;
Dybvig, Philip H.
;
Goetzmann, William N.
- In:
Annual review of financial economics
13
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012612519
Saved in:
6
The subjective and objective evaluation of incentive stock options
Ingersoll, Jonathan E.
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 453-487
Persistent link: https://www.econbiz.de/10003310313
Saved in:
7
Approximating American options and other financial contracts using barrier derivatives
Ingersoll, Jonathan E.
- In:
The journal of computational finance
2
(
1998
)
1
,
pp. 85-112
Persistent link: https://www.econbiz.de/10001447240
Saved in:
8
On dynamic investment strategies
Cox, John Carrington
;
Leland, Hayne Ellis
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1859-1880
Persistent link: https://www.econbiz.de/10001508778
Saved in:
9
A continuous-time portfolio turnpike theorem
Cox, John Carrington
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 491-507
Persistent link: https://www.econbiz.de/10001130455
Saved in:
10
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Cox, John Carrington
- In:
Journal of economic theory
49
(
1989
)
1
,
pp. 33-83
Persistent link: https://www.econbiz.de/10001075700
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