Edit Profile Ross, Stephen A. Compute Distance To: Compute Author ID: ross.stephen-a Published as: Ross, Stephen; Ross, Stephen A. Documents Indexed: 18 Publications since 1973 all top 5 Co-Authors 6 single-authored 3 Cox, John C. 2 Burmeister, Edwin 2 Dybvig, Philip H. 2 Ingersoll, Jonathan E. jun. 1 Brown, Donald J. 1 Caton, Christopher 1 Dobell, A. Rodney 1 Gibbons, Michael R. 1 Jackson, John David 1 Kogan, Leonid 1 Rubinstein, Mark 1 Shanken, Jay 1 Spatt, Chester S. 1 Wachter, Michael L. 1 Wang, Jiang 1 Westerfield, Mark M. all top 5 Serials 6 Econometrica 3 Journal of Economic Theory 2 The Quarterly Journal of Economics 1 Quarterly of Applied Mathematics 1 The Review of Economic Studies 1 Economic Theory 1 Journal of Financial Economics Fields 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistics (62-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 15 Publications have been cited 2,261 times in 2,123 Documents Cited by ▼ Year ▼ A theory of the term structure of interest rates. Zbl 1274.91447Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A. 1,184 1985 Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 574 1979 An intertemporal general equilibrium model of asset prices. Zbl 0576.90006Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. 184 1985 Some stronger measures of risk aversion in the small and the large with applications. Zbl 0471.90016Ross, Stephen A. 90 1981 Options and efficiency. Zbl 0329.90002Ross, Stephen A. 70 1976 Mutual fund separation in financial theory - the separating distributions. Zbl 0379.90010Ross, Stephen A. 45 1978 A test of the efficiency of a given portfolio. Zbl 0679.62097Gibbons, Michael R.; Ross, Stephen A.; Shanken, Jay 43 1989 Spanning, valuation and options. Zbl 0807.90045Brown, Donald J.; Ross, Stephen A. 20 1991 Portfolio efficient sets. Zbl 0495.90010Dybvig, Philip H.; Ross, Stephen A. 18 1982 Portfolio turnpike theorems, risk aversion, and regularly varying utility functions. Zbl 0521.90014Huberman, Gur; Ross, Stephen 14 1983 Market selection. Zbl 1400.91204Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; Westerfield, Mark M. 8 2017 The ’saddlepoint property’ and the structure of dynamic heterogeneous capital good models. Zbl 0282.90009Burmeister, Edwin; Caton, Christopher; Dobell, A. Rodney; Ross, Stephen 5 1973 Present values and internal rates of return. Zbl 0446.90005Ross, Stephen A.; Spatt, Chester S.; Dybvig, Philip H. 2 1980 Uncertainty and the heterogeneous capital good model. Zbl 0313.90012Ross, Stephen A. 2 1975 On the economic theory of agency and the principle of similarity. With an appendix and comments by Leonard Mirman. Zbl 0363.90009Ross, Stephen A. 2 1974 Market selection. Zbl 1400.91204Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; Westerfield, Mark M. 8 2017 Spanning, valuation and options. Zbl 0807.90045Brown, Donald J.; Ross, Stephen A. 20 1991 A test of the efficiency of a given portfolio. Zbl 0679.62097Gibbons, Michael R.; Ross, Stephen A.; Shanken, Jay 43 1989 A theory of the term structure of interest rates. Zbl 1274.91447Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A. 1,184 1985 An intertemporal general equilibrium model of asset prices. Zbl 0576.90006Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. 184 1985 Portfolio turnpike theorems, risk aversion, and regularly varying utility functions. Zbl 0521.90014Huberman, Gur; Ross, Stephen 14 1983 Portfolio efficient sets. Zbl 0495.90010Dybvig, Philip H.; Ross, Stephen A. 18 1982 Some stronger measures of risk aversion in the small and the large with applications. Zbl 0471.90016Ross, Stephen A. 90 1981 Present values and internal rates of return. Zbl 0446.90005Ross, Stephen A.; Spatt, Chester S.; Dybvig, Philip H. 2 1980 Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 574 1979 Mutual fund separation in financial theory - the separating distributions. Zbl 0379.90010Ross, Stephen A. 45 1978 Options and efficiency. Zbl 0329.90002Ross, Stephen A. 70 1976 Uncertainty and the heterogeneous capital good model. Zbl 0313.90012Ross, Stephen A. 2 1975 On the economic theory of agency and the principle of similarity. With an appendix and comments by Leonard Mirman. Zbl 0363.90009Ross, Stephen A. 2 1974 The ’saddlepoint property’ and the structure of dynamic heterogeneous capital good models. Zbl 0282.90009Burmeister, Edwin; Caton, Christopher; Dobell, A. Rodney; Ross, Stephen 5 1973 all cited Publications top 5 cited Publications all top 5 Cited by 2,998 Authors 19 Zhu, Songping 15 Siu, Tak Kuen 13 Lyuu, Yuh-Dauh 12 Gourieroux, Christian 12 Linetsky, Vadim 11 Elliott, Robert James 11 Yang, Hailiang 10 Bodnar, Taras 10 Dai, Tian-Shyr 10 Fabozzi, Frank J. 10 Platen, Eckhard 9 Costabile, Massimo 9 Eeckhoudt, Louis R. 9 Madan, Dilip B. 9 Mishura, Yuliya Stepanivna 9 Pap, Gyula 9 Schmid, Wolfgang 9 Schoutens, Wim 9 Zanette, Antonino 8 Aït-Sahalia, Yacine 8 Boyle, Phelim P. 8 Ditlevsen, Susanne 8 Filipović, Damir 8 Gaudenzi, Marcellino 8 Lian, Guanghua 8 Rachev, Svetlozar T. 7 Chiarella, Carl 7 Duffie, James Darrell 7 Goard, Joanna M. 7 Li, Lingfei 7 Liu, Liqun 7 Mamon, Rogemar S. 7 Mao, Xuerong 7 Massabó, Ivar 7 Monfort, Alain 7 Muzzioli, Silvia 7 Russo, Emilio 7 Wang, Yongjin 7 Zagst, Rudi 7 Zhang, Kai 6 Ahlip, Rehez 6 Bacinello, Anna Rita 6 Barczy, Mátyás 6 Escobar, Marcos 6 Fan, Jianqing 6 Gao, Jiti 6 Geman, Hélyette 6 Goovaerts, Marc J. 6 Grasselli, Martino 6 Guasoni, Paolo 6 Li, Zenghu 6 Liang, Jin 6 Rutkowski, Marek 6 Sentana, Enrique 6 Sherris, Michael 6 Unal, Gazanfer 6 Vázquez Cendón, Carlos 6 Wang, Jianli 6 Wu, Fuke 6 Yu, Jun 6 Zhang, Jin E. 6 Ziveyi, Jonathan 5 Aliprantis, Charalambos Dionisios 5 Carr, Peter P. 5 Cen, Zhongdi 5 Chen, Song Xi 5 Dai, Min 5 Dang, Duy Minh 5 Das, Sanjiv Ranjan 5 Deelstra, Griselda 5 Detemple, Jerome B. 5 Dhaene, Jan 5 Dias, José Carlos 5 Dyer, James S. 5 Jouini, Elyès 5 Leach, Peter Gavin Lawrence 5 Leduc, Guillaume 5 Li, Jingyuan 5 Li, Shenghong 5 Mackevičius, Vigirdas 5 Oosterlee, Cornelis Willebrordus 5 Ortobelli, Sergio 5 Pelsser, Antoon A. J. 5 Rodrigo, Marianito R. 5 Schlogl, Erik 5 Shiu, Elias S. W. 5 Shoji, Isao 5 Song, Haiming 5 Swishchuk, Anatoliy 5 Tian, Weidong 5 Torricelli, Costanza 5 Tourky, Rabee 5 Wang, Song 5 Yao, Yong 5 Yor, Marc 4 Akahori, Jirô 4 Alvarez, Luis H. R. 4 Ballestra, Luca Vincenzo 4 Bo, Lijun 4 Bossy, Mireille ...and 2,898 more Authors all top 5 Cited in 288 Serials 118 Quantitative Finance 112 International Journal of Theoretical and Applied Finance 111 Journal of Econometrics 107 Insurance Mathematics & Economics 99 Journal of Economic Dynamics & Control 86 European Journal of Operational Research 70 Mathematical Finance 63 Applied Mathematical Finance 58 Journal of Economic Theory 50 Journal of Computational and Applied Mathematics 44 Journal of Mathematical Economics 43 Applied Mathematics and Computation 39 Review of Derivatives Research 37 Economics Letters 34 Annals of Operations Research 29 Stochastic Processes and their Applications 26 Statistics & Probability Letters 26 North American Actuarial Journal 25 Computational Statistics and Data Analysis 24 Asia-Pacific Financial Markets 22 Finance and Stochastics 20 Computers & Mathematics with Applications 20 Mathematical and Computer Modelling 20 Economic Theory 20 Decisions in Economics and Finance 18 Stochastic Analysis and Applications 18 The Annals of Applied Probability 17 Scandinavian Actuarial Journal 17 Annals of Finance 16 Journal of Mathematical Analysis and Applications 14 ASTIN Bulletin 13 Mathematics and Computers in Simulation 13 Mathematics and Financial Economics 11 Methodology and Computing in Applied Probability 11 Econometric Theory 11 SIAM Journal on Financial Mathematics 10 Communications in Statistics. Theory and Methods 10 International Journal of Computer Mathematics 10 Computational Economics 10 Bernoulli 9 Journal of Applied Probability 8 Advances in Applied Probability 8 The Annals of Statistics 8 Mathematical Problems in Engineering 8 Abstract and Applied Analysis 8 Communications in Nonlinear Science and Numerical Simulation 8 Applied Stochastic Models in Business and Industry 8 Journal of Probability and Statistics 7 Lithuanian Mathematical Journal 7 Journal of Optimization Theory and Applications 7 Mathematical Social Sciences 7 Econometric Reviews 7 Theory of Probability and Mathematical Statistics 7 Journal of Systems Science and Complexity 6 Physica A 6 Theory and Decision 6 Applied Numerical Mathematics 6 Journal of Risk and Uncertainty 6 Statistical Papers 6 Soft Computing 6 Discrete Dynamics in Nature and Society 6 The ANZIAM Journal 6 Journal of Applied Mathematics 6 Frontiers of Mathematics in China 5 Scandinavian Journal of Statistics 5 Journal of Statistical Planning and Inference 5 Kybernetika 5 Computers & Operations Research 5 Monte Carlo Methods and Applications 5 Mathematical Methods of Operations Research 5 Stochastic Models 5 Computational Management Science 5 Stochastics 5 International Journal of Stochastic Analysis 5 European Actuarial Journal 5 Statistics & Risk Modeling 5 Modern Stochastics. Theory and Applications 4 Journal of Statistical Physics 4 Metrika 4 Journal of Multivariate Analysis 4 Acta Mathematicae Applicatae Sinica. English Series 4 Sequential Analysis 4 Journal of Economics 4 Computational Statistics 4 Computational Optimization and Applications 4 Applied Mathematics. Series B (English Edition) 4 The Econometrics Journal 4 Probability in the Engineering and Informational Sciences 4 Discrete and Continuous Dynamical Systems. Series B 4 Stochastics and Dynamics 4 Advances in Difference Equations 4 The European Physical Journal B. Condensed Matter and Complex Systems 4 AStA. Advances in Statistical Analysis 3 International Journal of General Systems 3 Mathematical Methods in the Applied Sciences 3 Chaos, Solitons and Fractals 3 Theory of Probability and its Applications 3 Applied Mathematics and Optimization 3 Automatica 3 Fuzzy Sets and Systems ...and 188 more Serials all top 5 Cited in 41 Fields 1,765 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 681 Probability theory and stochastic processes (60-XX) 471 Statistics (62-XX) 241 Numerical analysis (65-XX) 125 Operations research, mathematical programming (90-XX) 92 Partial differential equations (35-XX) 78 Systems theory; control (93-XX) 37 Calculus of variations and optimal control; optimization (49-XX) 23 Ordinary differential equations (34-XX) 19 Biology and other natural sciences (92-XX) 15 Approximations and expansions (41-XX) 13 Computer science (68-XX) 12 Dynamical systems and ergodic theory (37-XX) 9 Integral transforms, operational calculus (44-XX) 9 Functional analysis (46-XX) 9 Statistical mechanics, structure of matter (82-XX) 7 Mathematical logic and foundations (03-XX) 6 Special functions (33-XX) 5 Real functions (26-XX) 5 Measure and integration (28-XX) 5 Operator theory (47-XX) 4 General and overarching topics; collections (00-XX) 4 Combinatorics (05-XX) 4 Geophysics (86-XX) 3 Difference and functional equations (39-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Integral equations (45-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Quantum theory (81-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Relativity and gravitational theory (83-XX) 2 Information and communication theory, circuits (94-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Nonassociative rings and algebras (17-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Mathematics education (97-XX) Citations by Year