Stephen A. Ross
(deceased)Personal Details
First Name: | Stephen |
Middle Name: | A. |
Last Name: | Ross |
Suffix: | |
RePEc Short-ID: | pro1047 |
https://news.mit.edu/2017/professor-stephen-ross-inventor-of-arbitrage-pricing-theory-dies-0306 | |
This person is deceased (Date: 03 Mar 2017) |
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Martin, Ian & Ross, Stephen, 2018.
"Notes on the Yield Curve,"
CEPR Discussion Papers
13176, C.E.P.R. Discussion Papers.
- Martin, Ian W. R. & Ross, Stephen A., 2019. "Notes on the yield curve," Journal of Financial Economics, Elsevier, vol. 134(3), pages 689-702.
- Martin, Ian & Ross, Steve, 2019. "Notes on the yield curve," LSE Research Online Documents on Economics 90208, London School of Economics and Political Science, LSE Library.
- Stephen A. Ross, 2011. "The Recovery Theorem," NBER Working Papers 17323, National Bureau of Economic Research, Inc.
- Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009.
"Market Selection,"
NBER Working Papers
15189, National Bureau of Economic Research, Inc.
- Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
- Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross, 2008.
"The True Cost of Social Security,"
NBER Working Papers
14427, National Bureau of Economic Research, Inc.
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross & Sergio Villar Vallenas, 2018. "The True Cost of Social Security," NBER Chapters, in: Tax Policy and the Economy, Volume 33, National Bureau of Economic Research, Inc.
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross & Sergio Villar Vallenas, 2019. "The True Cost of Social Security," Tax Policy and the Economy, University of Chicago Press, vol. 33(1), pages 131-163.
- Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark, 2003.
"The Price Impact and Survival of Irrational Traders,"
Working papers
4293-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Leonid Kogan & Stephen A. Ross & Jiang Wang & Mark M. Westerfield, 2006. "The Price Impact and Survival of Irrational Traders," Journal of Finance, American Finance Association, vol. 61(1), pages 195-229, February.
- Leonid Kogan & Stephen Ross, 2004. "The Price Impact and Survival of Irrational Traders," 2004 Meeting Papers 35, Society for Economic Dynamics.
- Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield, 2003. "The Price Impact and Survival of Irrational Traders," NBER Working Papers 9434, National Bureau of Economic Research, Inc.
- Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004. "Price Impact and Survival of Irrational Traders," FAME Research Paper Series rp116, International Center for Financial Asset Management and Engineering.
- William N. Goetzmann & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2001.
"High-Water Marks and Hedge Fund Management Contracts,"
Yale School of Management Working Papers
ysm186, Yale School of Management.
- William N. Goetzmann & Jonathan E. Ingersoll & Stephen A. Ross, 2003. "High‐Water Marks and Hedge Fund Management Contracts," Journal of Finance, American Finance Association, vol. 58(4), pages 1685-1718, August.
- William Goetzmann & Jonathan Ingersoll & Stephen Ross, 1998. "High-Water Marks and Hedge Fund Management Contracts," Yale School of Management Working Papers ysm81, Yale School of Management, revised 01 Aug 2001.
- William Goetzmann & Jonathan Ingersoll & Stephen Ross, 1998. "High-Water Marks and Hedge Fund Management Contracts," Yale School of Management Working Papers ysm81, Yale School of Management, revised 01 Aug 2001.
- Evan Gatev & Stephen A. Ross, 2000.
"Rebels, Conformists, Contrarians and Momentum Traders,"
NBER Working Papers
7835, National Bureau of Economic Research, Inc.
- Evan Gatev & Stephen Ross, 2000. "Rebels, Conformists, Contrarians And Momentum Traders," Yale School of Management Working Papers ysm137, Yale School of Management, revised 01 Jan 2003.
- Evan Gatev & Stephen Ross, 2000. "Rebels, Conformists, Contrarians And Momentum Traders," Yale School of Management Working Papers ysm137, Yale School of Management, revised 01 Jan 2003.
- William N. Goetzmann & Jonathan Ingersoll, Jr. & Stephen A. Ross, 1998.
"High Water Marks,"
NBER Working Papers
6413, National Bureau of Economic Research, Inc.
- William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Stephen A. Ross, 2004. "High Water Marks," Yale School of Management Working Papers ysm22, Yale School of Management.
- Jonathan E. Ingersoll Jr. & Philip H. Dybvig & Stephen A. Ross, 1998.
"Long Forward and Zero-Coupon Rates Can Never Fall,"
Yale School of Management Working Papers
ysm45, Yale School of Management.
- Dybvig, Philip H & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1996. "Long Forward and Zero-Coupon Rates Can Never Fall," The Journal of Business, University of Chicago Press, vol. 69(1), pages 1-25, January.
- Stephen J. Brown & Stephen A. Ross, 1997. "Post-Announcement Drift," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-19, New York University, Leonard N. Stern School of Business-.
- Gyutaeg Oh & Stephen Ross, 1993. "Asymmetric Information and the Closed-End Fund Puzzle," Center for Financial Institutions Working Papers 94-19, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Ross, S.A., 1989. "Commentary: Using Tax Policy To Curb Speculative Short-Term Trading," Papers t3, Columbia - Center for Futures Markets.
- Donald J. Brown & Stephen A. Ross, 1988.
"Spanning, Valuation and Options,"
Cowles Foundation Discussion Papers
873, Cowles Foundation for Research in Economics, Yale University.
- Brown, Donald J & Ross, Stephen A, 1991. "Spanning, Valuation and Options," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 3-12, January.
- Roll, Richard & Ross, Stephen A., 1980. "Progressive Taxation and the Inequality of After-Tax Income," University of California at Los Angeles, Anderson Graduate School of Management qt5qs098zn, Anderson Graduate School of Management, UCLA.
- Stephen A. Ross, "undated".
"Portfolio Turnpike Theorems for Constant Policies,"
Rodney L. White Center for Financial Research Working Papers
20-73, Wharton School Rodney L. White Center for Financial Research.
- Ross, Stephen A., 1974. "Portfolio turnpike theorems for constant policies," Journal of Financial Economics, Elsevier, vol. 1(2), pages 171-198, July.
- Stephen A. Ross, "undated". "Portfolio and Capital Market Theory with Arbitrary Preferences and Distributions: The General Validity of the Mean-Variance Approach in Large Markets," Rodney L. White Center for Financial Research Working Papers 12-72, Wharton School Rodney L. White Center for Financial Research.
- John C. Cox & Stephen A. Ross, "undated".
"The Pricing of Options for Jump Processes,"
Rodney L. White Center for Financial Research Working Papers
02-75, Wharton School Rodney L. White Center for Financial Research.
- John C. Cox & Stephen A. Ross, "undated". "The Pricing of Options for Jump Processes," Rodney L. White Center for Financial Research Working Papers 2-75, Wharton School Rodney L. White Center for Financial Research.
repec:cdl:anderf:1236 is not listed on IDEAS - Stephen A. Ross, "undated".
"Options and Efficiency,"
Rodney L. White Center for Financial Research Working Papers
03-74, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, 1976. "Options and Efficiency," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(1), pages 75-89.
- Stephen A. Ross, "undated". "Options and Efficiency," Rodney L. White Center for Financial Research Working Papers 3-74, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Return, Risk and Arbitrage," Rodney L. White Center for Financial Research Working Papers 17-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues," Rodney L. White Center for Financial Research Working Papers 25-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated".
"Mutual Fund Separation in Financial Theory - The Separating Distributions,"
Rodney L. White Center for Financial Research Working Papers
01-76, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, 2005. "Mutual Fund Separation in Financial Theory—The Separating Distributions," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 10, pages 309-356, World Scientific Publishing Co. Pte. Ltd..
- Ross, Stephen A., 1978. "Mutual fund separation in financial theory--The separating distributions," Journal of Economic Theory, Elsevier, vol. 17(2), pages 254-286, April.
- Stephen A. Ross, "undated". "Mutual Fund Separation in Financial Theory - The Separating Distributions," Rodney L. White Center for Financial Research Working Papers 1-76, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated".
"The Arbitrage Theory of Capital Asset Pricing,"
Rodney L. White Center for Financial Research Working Papers
02-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
- Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 2-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated".
"Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications,"
Rodney L. White Center for Financial Research Working Papers
08-76, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications," Rodney L. White Center for Financial Research Working Papers 8-76, Wharton School Rodney L. White Center for Financial Research.
Articles
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross & Sergio Villar Vallenas, 2019.
"The True Cost of Social Security,"
Tax Policy and the Economy, University of Chicago Press, vol. 33(1), pages 131-163.
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross & Sergio Villar Vallenas, 2018. "The True Cost of Social Security," NBER Chapters, in: Tax Policy and the Economy, Volume 33, National Bureau of Economic Research, Inc.
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross, 2008. "The True Cost of Social Security," NBER Working Papers 14427, National Bureau of Economic Research, Inc.
- Martin, Ian W. R. & Ross, Stephen A., 2019.
"Notes on the yield curve,"
Journal of Financial Economics, Elsevier, vol. 134(3), pages 689-702.
- Martin, Ian & Ross, Stephen, 2018. "Notes on the Yield Curve," CEPR Discussion Papers 13176, C.E.P.R. Discussion Papers.
- Martin, Ian & Ross, Steve, 2019. "Notes on the yield curve," LSE Research Online Documents on Economics 90208, London School of Economics and Political Science, LSE Library.
- Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017.
"Market selection,"
Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
- Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
- Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc.
- Martin Leibowitz & Andrew W. Lo & Robert C. Merton & Stephen A. Ross & Jeremy Siegel, 2016. "Q Group Panel Discussion: Looking to the Future," Financial Analysts Journal, Taylor & Francis Journals, vol. 72(4), pages 17-25, July.
- Cox, John C. & Ingersoll Junior, Jonathan E. & Ross, Stephen A., 2007. "Teoria da estrutura a termo das taxas de juros," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 47(2), April.
- Leonid Kogan & Stephen A. Ross & Jiang Wang & Mark M. Westerfield, 2006.
"The Price Impact and Survival of Irrational Traders,"
Journal of Finance, American Finance Association, vol. 61(1), pages 195-229, February.
- Leonid Kogan & Stephen Ross, 2004. "The Price Impact and Survival of Irrational Traders," 2004 Meeting Papers 35, Society for Economic Dynamics.
- Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark, 2003. "The Price Impact and Survival of Irrational Traders," Working papers 4293-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield, 2003. "The Price Impact and Survival of Irrational Traders," NBER Working Papers 9434, National Bureau of Economic Research, Inc.
- Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004. "Price Impact and Survival of Irrational Traders," FAME Research Paper Series rp116, International Center for Financial Asset Management and Engineering.
- Stephen A. Ross, 2004. "Review of The New Financial Order by Shiller," Journal of Economic Literature, American Economic Association, vol. 42(4), pages 1098-1101, December.
- Stephen A. Ross, 2003.
"Forensic Finance: Enron and Others,"
'Angelo Costa' Lectures Serie, SIPI Spa, issue Lect. IV.
- Stephen A. Ross, 2002. "Forensic Finance: Enron and Others," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 9-28, November-.
- William N. Goetzmann & Jonathan E. Ingersoll & Stephen A. Ross, 2003.
"High‐Water Marks and Hedge Fund Management Contracts,"
Journal of Finance, American Finance Association, vol. 58(4), pages 1685-1718, August.
- William Goetzmann & Jonathan Ingersoll & Stephen Ross, 1998. "High-Water Marks and Hedge Fund Management Contracts," Yale School of Management Working Papers ysm81, Yale School of Management, revised 01 Aug 2001.
- William Goetzmann & Jonathan Ingersoll & Stephen Ross, 1998. "High-Water Marks and Hedge Fund Management Contracts," Yale School of Management Working Papers ysm81, Yale School of Management, revised 01 Aug 2001.
- William N. Goetzmann & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2001. "High-Water Marks and Hedge Fund Management Contracts," Yale School of Management Working Papers ysm186, Yale School of Management.
- Stephen A. Ross, 2002. "Forensic Finance: Enron and Others," Rivista di Politica Economica, SIPI Spa, vol. 92(6), November-.
- Stephen A Ross, 2001. "24th Annual Lecture of The Geneva Association – Financial Regulation in the New Millennium*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 26(1), pages 8-16, January.
- Stephen A. Ross, 2001. "Discussion," Journal of Finance, American Finance Association, vol. 56(4), pages 1440-1443, August.
- Stefan Szymanski & Stephen Ross, 2001. "Promotion and Relegation," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 2(2), pages 179-189, April.
- Ross, Stephen A., 1999. "Adding Risks: Samuelson's Fallacy of Large Numbers Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(3), pages 323-339, September.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross, 1997. "Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 167-170, May.
- Dybvig, Philip H & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1996.
"Long Forward and Zero-Coupon Rates Can Never Fall,"
The Journal of Business, University of Chicago Press, vol. 69(1), pages 1-25, January.
- Jonathan E. Ingersoll Jr. & Philip H. Dybvig & Stephen A. Ross, 1998. "Long Forward and Zero-Coupon Rates Can Never Fall," Yale School of Management Working Papers ysm45, Yale School of Management.
- Brown, Stephen J & Goetzmann, William N & Ross, Stephen A, 1995. "Survival," Journal of Finance, American Finance Association, vol. 50(3), pages 853-873, July.
- Roll, Richard & Ross, Stephen A, 1994. "On the Cross-sectional Relation between Expected Returns and Betas," Journal of Finance, American Finance Association, vol. 49(1), pages 101-121, March.
- Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1992. "Waiting to Invest: Investment and Uncertainty," The Journal of Business, University of Chicago Press, vol. 65(1), pages 1-29, January.
- Brown, Donald J & Ross, Stephen A, 1991.
"Spanning, Valuation and Options,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 3-12, January.
- Donald J. Brown & Stephen A. Ross, 1988. "Spanning, Valuation and Options," Cowles Foundation Discussion Papers 873, Cowles Foundation for Research in Economics, Yale University.
- Ross, Stephen A & Zisler, Randall C, 1991. "Risk and Return in Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 4(2), pages 175-190, June.
- Gibbons, Michael R & Ross, Stephen A & Shanken, Jay, 1989. "A Test of the Efficiency of a Given Portfolio," Econometrica, Econometric Society, vol. 57(5), pages 1121-1152, September.
- Stephen A. Ross, 1989. "Institutional Markets, Financial Marketing, and Financial Innovation," Journal of Finance, American Finance Association, vol. 44(3), pages 541-556, July.
- Ross, Stephen A, 1988. "Comment on the Modigliani-Miller Propositions," Journal of Economic Perspectives, American Economic Association, vol. 2(4), pages 127-133, Fall.
- Ross, Stephen A, 1987. "Arbitrage and Martingales with Taxation," Journal of Political Economy, University of Chicago Press, vol. 95(2), pages 371-393, April.
- Ross, Stephen A, 1987. "The Interrelations of Finance and Economics: Theoretical Perspectives," American Economic Review, American Economic Association, vol. 77(2), pages 29-34, May.
- Chen, Nai-Fu & Roll, Richard & Ross, Stephen A, 1986. "Economic Forces and the Stock Market," The Journal of Business, University of Chicago Press, vol. 59(3), pages 383-403, July.
- Admati, Anat R & Ross, Stephen A, 1986. "Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model]," The Journal of Business, University of Chicago Press, vol. 59(2), pages 367-367, April.
- Dybvig, Philip H & Ross, Stephen A, 1986. "Tax Clienteles and Asset Pricing," Journal of Finance, American Finance Association, vol. 41(3), pages 751-762, July.
- Dybvig, Philip H & Ross, Stephen A, 1985. "Yes, the APT Is Testable," Journal of Finance, American Finance Association, vol. 40(4), pages 1173-1188, September.
- Ross, Stephen A, 1985. "Debt and Taxes and Uncertainty," Journal of Finance, American Finance Association, vol. 40(3), pages 637-657, July.
- Mark S. Grinblatt & Stephen A. Ross, 1985. "Market Power in a Securities Market with Endogenous Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(4), pages 1143-1167.
- Dybvig, Philip H & Ross, Stephen A, 1985. "The Analytics of Performance Measurement Using a Security Market Line," Journal of Finance, American Finance Association, vol. 40(2), pages 401-416, June.
- Dybvig, Philip H & Ross, Stephen A, 1985. "Differential Information and Performance Measurement Using a Security Market Line," Journal of Finance, American Finance Association, vol. 40(2), pages 383-399, June.
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985.
"A Theory of the Term Structure of Interest Rates,"
Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005. "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 5, pages 129-164, World Scientific Publishing Co. Pte. Ltd..
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "An Intertemporal General Equilibrium Model of Asset Prices," Econometrica, Econometric Society, vol. 53(2), pages 363-384, March.
- Admati, Anat R & Ross, Stephen A, 1985. "Measuring Investment Performance in a Rational Expectations Equilibrium Model," The Journal of Business, University of Chicago Press, vol. 58(1), pages 1-26, January.
- Roll, Richard & Ross, Stephen A, 1984. "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply," Journal of Finance, American Finance Association, vol. 39(2), pages 347-350, June.
- Huberman, Gur & Ross, Stephen, 1983. "Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions," Econometrica, Econometric Society, vol. 51(5), pages 1345-1361, September.
- Brown, Donald J. & Ross, Stephen, 1983. "Spanning and arbitrage in securities markets with options: A state preference aproach," Mathematical Social Sciences, Elsevier, vol. 4(2), pages 186-186, April.
- Kraus, Alan & Ross, Stephen A, 1982. "The Determination of Fair Profits for the Property-Liability Insurance Firm," Journal of Finance, American Finance Association, vol. 37(4), pages 1015-1028, September.
- Dybvig, Philip H & Ross, Stephen A, 1982. "Portfolio Efficient Sets," Econometrica, Econometric Society, vol. 50(6), pages 1525-1546, November.
- Cox, John C. & Ingersoll, Jonathan Jr. & Ross, Stephen A., 1981. "The relation between forward prices and futures prices," Journal of Financial Economics, Elsevier, vol. 9(4), pages 321-346, December.
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1981. "A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 36(4), pages 769-799, September.
- Lindenberg, Eric B & Ross, Stephen A, 1981. "Tobin's q Ratio and Industrial Organization," The Journal of Business, University of Chicago Press, vol. 54(1), pages 1-32, January.
- Ross, Stephen A, 1981. "Some Stronger Measures of Risk Aversion in the Small and the Large with Applications," Econometrica, Econometric Society, vol. 49(3), pages 621-638, May.
- Ross, Stephen A. & Spatt, Chester S. & Dybvig, Philip H., 1980. "Present values and internal rates of return," Journal of Economic Theory, Elsevier, vol. 23(1), pages 66-81, August.
- Roll, Richard & Ross, Stephen A, 1980. "An Empirical Investigation of the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 35(5), pages 1073-1103, December.
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1980. "An Analysis of Variable Rate Loan Contracts," Journal of Finance, American Finance Association, vol. 35(2), pages 389-403, May.
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1979. "Duration and the Measurement of Basis Risk," The Journal of Business, University of Chicago Press, vol. 52(1), pages 51-61, January.
- Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
- Ross, Stephen A, 1979. "Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem," American Economic Review, American Economic Association, vol. 69(2), pages 308-312, May.
- Ross, Stephen A., 1978. "Comments: Capital Asset Pricing in a General Equilibrium Framework," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(4), pages 625-626, November.
- Ross, Stephen A., 1978.
"Mutual fund separation in financial theory--The separating distributions,"
Journal of Economic Theory, Elsevier, vol. 17(2), pages 254-286, April.
- Stephen A. Ross, 2005. "Mutual Fund Separation in Financial Theory—The Separating Distributions," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 10, pages 309-356, World Scientific Publishing Co. Pte. Ltd..
- Stephen A. Ross, "undated". "Mutual Fund Separation in Financial Theory - The Separating Distributions," Rodney L. White Center for Financial Research Working Papers 1-76, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Mutual Fund Separation in Financial Theory - The Separating Distributions," Rodney L. White Center for Financial Research Working Papers 01-76, Wharton School Rodney L. White Center for Financial Research.
- Ross, Stephen A, 1978. "Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences," Journal of Finance, American Finance Association, vol. 33(3), pages 777-792, June.
- Ross, Stephen A, 1978. "The Current Status of the Capital Asset Pricing Model (CAPM)," Journal of Finance, American Finance Association, vol. 33(3), pages 885-901, June.
- Ross, Stephen A, 1978. "A Simple Approach to the Valuation of Risky Streams," The Journal of Business, University of Chicago Press, vol. 51(3), pages 453-475, July.
- Roll, Richard & Ross, Stephen A., 1977. "Comments on qualitative results for investment proportions," Journal of Financial Economics, Elsevier, vol. 5(2), pages 265-268, November.
- Ross, Stephen A, 1977. "The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues," Journal of Finance, American Finance Association, vol. 32(1), pages 177-183, March.
- Ross, Stephen A, 1977. "Investments-Theoretical Issues: Discussion," Journal of Finance, American Finance Association, vol. 32(2), pages 412-415, May.
- Stephen A. Ross, 1977. "The Determination of Financial Structure: The Incentive-Signalling Approach," Bell Journal of Economics, The RAND Corporation, vol. 8(1), pages 23-40, Spring.
- Cox, John C. & Ingersoll, Jonathan E. & Ross, Stephen A., 1977. "Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(4), pages 661-661, November.
- Stephen A. Ross, 1976.
"Options and Efficiency,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(1), pages 75-89.
- Stephen A. Ross, "undated". "Options and Efficiency," Rodney L. White Center for Financial Research Working Papers 3-74, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Options and Efficiency," Rodney L. White Center for Financial Research Working Papers 03-74, Wharton School Rodney L. White Center for Financial Research.
- Cox, John C. & Ross, Stephen A., 1976. "The valuation of options for alternative stochastic processes," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 145-166.
- Cox, John C & Ross, Stephen A, 1976. "A Survey of Some New Results in Financial Option Pricing Theory," Journal of Finance, American Finance Association, vol. 31(2), pages 383-402, May.
- Ross, Stephen A., 1976.
"The arbitrage theory of capital asset pricing,"
Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
- Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 2-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross & Michael L. Wachter, 1975. "Pricing and Timing Decisions in Oligopoly Industries," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 89(1), pages 115-137.
- Ross, Stephen A & Wachter, Michael L, 1975. "Wage Determination, Inflation, and the Industrial Structure: Reply," American Economic Review, American Economic Association, vol. 65(3), pages 507-509, June.
- Stephen A. Ross, 1975. "Uncertainty and the Heterogeneous Capital Good Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 42(1), pages 133-146.
- Ross, Stephen A., 1974.
"Portfolio turnpike theorems for constant policies,"
Journal of Financial Economics, Elsevier, vol. 1(2), pages 171-198, July.
- Stephen A. Ross, "undated". "Portfolio Turnpike Theorems for Constant Policies," Rodney L. White Center for Financial Research Working Papers 20-73, Wharton School Rodney L. White Center for Financial Research.
- Ross, Stephen A, 1973. "The Economic Theory of Agency: The Principal's Problem," American Economic Review, American Economic Association, vol. 63(2), pages 134-139, May.
- Ross, Stephen A & Wachter, Michael L, 1973. "Wage Determination, Inflation, and the Industrial Structure," American Economic Review, American Economic Association, vol. 63(4), pages 675-692, September.
- Ethier, Wilfred & Ross, Stephen A., 1971. "International capital movements and long run diversification," Journal of International Economics, Elsevier, vol. 1(3), pages 301-314, August.
- Connolly, Michael & Ross, Stephen, 1970.
"A Fisherian Approach to Trade, Capital Movements, and Tariffs,"
American Economic Review, American Economic Association, vol. 60(3), pages 478-484, June.
RePEc:bla:jfinan:v:59:y:2004:i:1:p:207-225 is not listed on IDEAS
RePEc:bla:jfinan:v:44:y:1989:i:3:p:541-56 is not listed on IDEAS
RePEc:bla:jfinan:v:44:y:1989:i:1:p:1-17 is not listed on IDEAS
Chapters
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross & Sergio Villar Vallenas, 2018.
"The True Cost of Social Security,"
NBER Chapters, in: Tax Policy and the Economy, Volume 33,
National Bureau of Economic Research, Inc.
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross & Sergio Villar Vallenas, 2019. "The True Cost of Social Security," Tax Policy and the Economy, University of Chicago Press, vol. 33(1), pages 131-163.
- Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross, 2008. "The True Cost of Social Security," NBER Working Papers 14427, National Bureau of Economic Research, Inc.
- Stephen A. Ross, 2013.
"The Arbitrage Theory of Capital Asset Pricing,"
World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30,
World Scientific Publishing Co. Pte. Ltd..
- Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 2-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
- Terrie E. Moffitt & Stephen A. Ross, 2010. "Comment on "Crime and the Family: Lessons from Teen Childbearing"," NBER Chapters, in: Controlling Crime: Strategies and Tradeoffs, pages 598-602, National Bureau of Economic Research, Inc.
- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005.
"A Theory Of The Term Structure Of Interest Rates,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 5, pages 129-164,
World Scientific Publishing Co. Pte. Ltd..
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
- Stephen A. Ross, 2005.
"Mutual Fund Separation in Financial Theory—The Separating Distributions,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 10, pages 309-356,
World Scientific Publishing Co. Pte. Ltd..
- Ross, Stephen A., 1978. "Mutual fund separation in financial theory--The separating distributions," Journal of Economic Theory, Elsevier, vol. 17(2), pages 254-286, April.
- Stephen A. Ross, "undated". "Mutual Fund Separation in Financial Theory - The Separating Distributions," Rodney L. White Center for Financial Research Working Papers 1-76, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Mutual Fund Separation in Financial Theory - The Separating Distributions," Rodney L. White Center for Financial Research Working Papers 01-76, Wharton School Rodney L. White Center for Financial Research.
- Dybvig, Philip H. & Ross, Stephen A., 2003. "Arbitrage, state prices and portfolio theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 10, pages 605-637, Elsevier.
- Stephen Ross & Paul Taubman & Michael L. Wachter, 1981. "Learning by Observing and the Distribution of Wages," NBER Chapters, in: Studies in Labor Markets, pages 359-386, National Bureau of Economic Research, Inc.
Books
- Stephen A. Ross (ed.), 2000. "The Debt Market," Books, Edward Elgar Publishing, volume 0, number 1101.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-UPT: Utility Models and Prospect Theory (2) 2009-08-02 2011-08-29
- NEP-BEC: Business Economics (1) 2011-08-29
- NEP-CFN: Corporate Finance (1) 2003-01-12
- NEP-DEV: Development (1) 2004-03-22
- NEP-DGE: Dynamic General Equilibrium (1) 2004-08-02
- NEP-FMK: Financial Markets (1) 2018-12-03
- NEP-MAC: Macroeconomics (1) 2011-08-29
- NEP-MIC: Microeconomics (1) 2003-01-13
- NEP-PUB: Public Finance (1) 2008-10-28
- NEP-RMG: Risk Management (1) 2004-03-22
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