Profile Major Works Resources

Stephen A. Ross, 1944-2017 

Finance theorist at M.I.T..  Stephen A. Ross is the principal developer of Arbitrage Pricing Theory (APT).

 

  


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Major Works of Stephen A. Ross

  • "A Fisherian Approach to Trade, Capital Movements and Tariffs", with M. Connolly, 1970, AER
  • "The Economic Theory of Agency: the principal's problem", 1973, AER
  • "Portfolio Turnpike Theorems for Constant Policies", 1974, J Financial Econ
  • "Pricing and Timing Decisions in Oligopoly Industries", with M.L. Wachter, 1975, QJE
  • "Uncertainty and the Heterogeneous Capital Goods Model", 1975, RES
  • "Return, Risk and Arbitrage", 1976, in Friend and Bicksler, editors, Risk and Return in Finance.
  • "The Arbitrage Theory of Capital Asset Pricing", 1976, JET
  • "Options and Efficiency", 1976, QJE
  • "The Valuation of Options for Alternative Stochastic Processes", with J.C. Cox, 1976, J of Financial Econ
  • "A Survey of Some New Results in Financial Option Pricing Theory", with J.C. Cox, 1976, J of Finance
  • "The Determination of Financial Structure: The incentive signalling approach", 1977, Bell JE
  • "The Capital Asset Pricing Model (CAPM), Short Sale Restrictions and Related Issues", 1977, J of Finance
  • "Mutual Fund Separation in Financial Theory: the separating distributions", 1978, JET
  • "A Simple Approach to the Valuation of Risky Streams", 1978, J of Business
  • "Option Pricing: a simplified approach", with J.C. Cox and M. Rubinstein, 1979, J of Financial Econ
  • "An Empirical Investigation of the Arbitrage Pricing Theory", with R. Roll, 1980, J of Finance
  • "Portfolio Efficient Sets", with P.H. Dybvig, 1982, Econometrica
  • "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory", with R. Roll, 1984, J of Finance.
  • "A Theory of the Term Structure of Interest Rates", with J.C. Cox and J. Ingersoll, 1985, Econometrica
  • "An Intertemporal General Equilibrium Model of Asset Prices", with J.C. Cox and J. Ingersoll, 1985, Econometrica
  • "Yes, the APT is Testable", with P.H. Dybvig, 1985, J of Finance
  • "Economic Forces and the Stock Market", with N. Chen and R. Roll, 1986, J of Business <
  • "The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning", with R. Roll, 1987, Financial Analyst's Handbook

HET

 

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Resources on Stephen Ross

 

 
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