The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Theory of Financial Decision Making.
Abstract
Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or books of readings. Topics covered include the meaning and measurement of risk, general single-period portfolio problems, mean-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with Martingales, Modigliani-Miller and the capital structure of the firm, interest rates and the term structure, and others.
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Miller, M. H. (1977) · The Journal of Finance · doi:10.1111/j.1540-6261.1977.tb03267.x · Cited by 2,898
Cited by
Production‐Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
COCHRANE, J. H. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb03750.x · Cited by 1,123
Up Close and Personal: Investor Sophistication and the Disposition Effect
Dhar, R., & Zhu, N. (2006) · Management Science · doi:10.1287/mnsc.1040.0473 · Cited by 840
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
Carr, P., Jarrow, R., & Myneni, R. (1992) · Mathematical Finance · doi:10.1111/j.1467-9965.1992.tb00040.x · Cited by 478
Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
Steinbach, M. C. (2001) · SIAM Review · doi:10.1137/s0036144500376650 · Cited by 382
On Equilibrium Pricing under Parameter Uncertainty
Coles, J. L., Loewenstein, U., & Suay, J. (1995) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2331345 · Cited by 320
Metadata
- Authors
- Schwartz, E. S., & Ingersoll, J. E.
- Venue
- The Journal of Finance
- Publisher
- JSTOR
- Published
- 1988-03
- Volume
- 43
- Issue
- 1
- Pages
- 259
- ISSN
- 0022-1082 (ISSN-L)
- OpenAlex
- W1973458764
- Cited by
- 1,867
- References
- 2
- FWCI
- 56.66
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.