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Dybvig, Philip H.; Ross, Stephen A. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 6, pp. 1525-1546

Persistent link: https://www.econbiz.de/10002109585

Yes, the APT is testable

Dybvig, Philip H.; Ross, Stephen A.; Shanken, Jay - In: The journal of finance : the journal of the American … 40 (1985) 4, pp. 1173-1188

Persistent link: https://www.econbiz.de/10002109601

Present values and internal rates of return

Ross, Stephen A.; Spatt, Chester S.; Dybvig, Philip H. - In: Journal of economic theory 23 (1980) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10002728506

Arbitrage, state prices and portfolio theory

Dybvig, Philip H.; Ross, Stephen A. - 2003

Persistent link: https://www.econbiz.de/10001832876

Mean-variance theory in complete markets

Dybvig, Philip H.; Ingersoll, Jonathan E. - In: The journal of business : B 55 (1982) 2, pp. 233-251

Persistent link: https://www.econbiz.de/10002109581

The Contributions of Stephen A. Ross to Financial Economics

Brown, Stephen J.; Dybvig, Philip H.; Goetzmann, William N. - 2021

Stephen A. Ross was one of the most influential scholars in the field of financial economics in the late twentieth century. Ross's work was central to several novel domains of economic inquiry. His contributions included the arbitrage pricing theory (APT), the risk-neutral pricing of contingent...

Persistent link: https://www.econbiz.de/10013321959