Economics, Econometrics and Finance · Social Sciences
48h-index59.6kcitations99works0.02yr avg
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Research Topics
Financial Markets and Investment Strategies(29), Economic theories and models(17), Stochastic processes and financial applications(12), Complex Systems and Time Series Analysis(11), Capital Investment and Risk Analysis(11)
Publications99 total
Finance.·2024Open Access
Princeton University Press eBooks·2021
Princeton University Press eBooks·2021· 1 cited
World Scientific Publishing Company eBooks·2019· 469 cited
World Scientific Publishing Company eBooks·2019· 9 cited
Journal of applied corporate finance·2006· 51 cited
Estimación del rendimiento esperado
Análisis Financiero·1999· 1 cited
Princeton University Press eBooks·1998· 1 cited
Princeton University Press eBooks·1998
Hedging, Speculation, and Systemic Risk
1998· 1 cited
The Journal of Portfolio Management·1996· 24 cited
The Journal of Finance·1995· 412 cited
The Journal of Finance·1995· 59 cited
Exploring General Equilibrium
RePEc: Research Papers in Economics·1995· 73 cited
Financial Analysts Journal·1995· 13 cited
The Journal of Derivatives·1995· 20 cited
Financial Analysts Journal·1995· 34 cited
Financial Analysts Journal·1995· 122 cited
Financial Analysts Journal·1995· 140 cited
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Frequent Co-authors
Myron S. Scholes(7), Robert B. Litterman(2), Robert W Jones(2), Michael C. Jensen(1), John C. Cox(1), Emanuel Derman(1), William W. Toy(1), Jack L. Treynor(1), Jerome B. Cohen(1), Piotr Karasinski(1), John C. Cox(1), AndréF. Perold(1), Jeremy J. Siegel(1), Merton H. Miller(1), Richard A. Posner(1), Moray P. Dewhurst(1)