The DOI matches its Crossref record.
Foundations for Financial Economics.
Abstract
1. Preferences Representation and Risk Aversion. 2. Stachastic Dominance. 3. Mathematics of the Portfolio Frontier. 4. Two Fund Separation and Linear Valuation. 5. Allocative Efficiency and the Valuation of State Contingent Securities. 6. Valuation of Complex Securities and Options with Preference Restrictions. 7. Multiperiod Securities Markets I: Equilibrium Valuation. 8. Multiperiod Securities Markets II: Valuation by Arbitrage. 9. Financial Markets with Differential Information. 10. Econometric Issues in Testing the Capital Asset Pricing Model.
Overview
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Citations
Cited by
Asset pricing with liquidity risk
ACHARYA, V, & PEDERSEN, L. (2005) · Journal of Financial Economics · doi:10.1016/j.jfineco.2004.06.007 · Cited by 2,773
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Schultz, W. (2006) · Annual Review of Psychology · doi:10.1146/annurev.psych.56.091103.070229 · Cited by 1,637
Multiple dopamine functions at different time courses
Schultz, W. (2007) · Annual Review of Neuroscience · doi:10.1146/annurev.neuro.28.061604.135722 · Cited by 1,415
Neuronal Reward and Decision Signals: From Theories to Data
Schultz, W. (2015) · Physiological Reviews · doi:10.1152/physrev.00023.2014 · Cited by 1,126
Schultz, W. (2007) · Trends in Neurosciences · doi:10.1016/j.tins.2007.03.007 · Cited by 1,028
Metadata
- Authors
- Connor, G., Huang, C.-F., & Litzenberger, R. H.
- Venue
- The Journal of Finance
- Publisher
- JSTOR
- Published
- 1989-06
- Volume
- 44
- Issue
- 2
- Pages
- 529
- ISSN
- 0022-1082 (ISSN-L)
- OpenAlex
- W2042877521
- Cited by
- 831
- References
- 0
- FWCI
- 31.68
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Foundations for Financial Economics. https://app.cochat.ai/papers/10.2307/2328606
- The paper
- Connor, G., Huang, C.-F., & Litzenberger, R. H. (1989). Foundations for Financial Economics. The Journal of Finance. https://doi.org/10.2307/2328606
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
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.
