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Franke, Günter (contributor); … - 2005

We present a necessary and sufficient condition on an agent's utility function for a simple mean preserving spread in an independent background risk to increase the agent's risk aversion (incremental risk vulnerability). Gollier and Pratt (1996) have shown that declining and convex risk aversion...

Persistent link: https://www.econbiz.de/10003222126

Uncertain inflation, exchange rates, and bond yields

Stapleton, Richard C.; Subrahmanyam, Marti G. - In: Journal of banking & finance 5 (1981) 1, pp. 93-107

Persistent link: https://www.econbiz.de/10002877267

Uncertain inflationo, exchange rates, and bond yields

Stapleton, Richard C.; Subrahmanyam, Marti G. - In: Saving, investment, and capital markets in an …, (pp. 271-287). 1982

Persistent link: https://www.econbiz.de/10002877274

Finance research - the next 10 years

Stapleton, Richard C. - In: New challenges for management research, (pp. 45-54). 1985

Persistent link: https://www.econbiz.de/10001306084

Interest rate and foreign exchange risk management products: overview of hedging instruments and strategies

Stapleton, Richard C.; Subrahmanyam, Marti G. - In: International finance and accounting handbook, (pp. 7.1.-7.18). 2003

Persistent link: https://www.econbiz.de/10001801311

A multifactor spot rate model for the pricing of interest rate derivatives

Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 847-880

Persistent link: https://www.econbiz.de/10001859311

Background risk and the demand for state-contingent claims

Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: Economic theory : official journal of the Society for … 23 (2004) 2, pp. 321-335

Persistent link: https://www.econbiz.de/10001871174

The valuation of American-style swaptions in a two-factor spot-futures model

Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - 1999

Persistent link: https://www.econbiz.de/10001463939

The term structure of interest-rate futures prices

Stapleton, Richard C.; Subrahmanyam, Marti G. - 1999

Persistent link: https://www.econbiz.de/10001463940

Risk aversion and the intertemporal behavior of asset prices

Stapleton, Richard C. - In: The review of financial studies 3 (1990) 4, pp. 677-693

Persistent link: https://www.econbiz.de/10001105885

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