×

zbMATH — the first resource for mathematics

Ross, Stephen A.

Compute Distance To:
Author ID: ross.stephen-a Recent zbMATH articles by "Ross, Stephen A."
Published as: Ross, Stephen; Ross, Stephen A.
Documents Indexed: 18 Publications since 1973

Publications by Year

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 1274.91447
Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A.
1985
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
574
1979
An intertemporal general equilibrium model of asset prices. Zbl 0576.90006
Cox, 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 0471.90016
Ross, Stephen A.
90
1981
Options and efficiency. Zbl 0329.90002
Ross, Stephen A.
70
1976
Mutual fund separation in financial theory - the separating distributions. Zbl 0379.90010
Ross, Stephen A.
45
1978
A test of the efficiency of a given portfolio. Zbl 0679.62097
Gibbons, Michael R.; Ross, Stephen A.; Shanken, Jay
43
1989
Spanning, valuation and options. Zbl 0807.90045
Brown, Donald J.; Ross, Stephen A.
20
1991
Portfolio efficient sets. Zbl 0495.90010
Dybvig, Philip H.; Ross, Stephen A.
18
1982
Portfolio turnpike theorems, risk aversion, and regularly varying utility functions. Zbl 0521.90014
Huberman, Gur; Ross, Stephen
14
1983
Market selection. Zbl 1400.91204
Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; Westerfield, Mark M.
8
2017
The ’saddlepoint property’ and the structure of dynamic heterogeneous capital good models. Zbl 0282.90009
Burmeister, Edwin; Caton, Christopher; Dobell, A. Rodney; Ross, Stephen
5
1973
Present values and internal rates of return. Zbl 0446.90005
Ross, Stephen A.; Spatt, Chester S.; Dybvig, Philip H.
2
1980
Uncertainty and the heterogeneous capital good model. Zbl 0313.90012
Ross, Stephen A.
2
1975
On the economic theory of agency and the principle of similarity. With an appendix and comments by Leonard Mirman. Zbl 0363.90009
Ross, Stephen A.
2
1974
Market selection. Zbl 1400.91204
Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; Westerfield, Mark M.
8
2017
Spanning, valuation and options. Zbl 0807.90045
Brown, Donald J.; Ross, Stephen A.
20
1991
A test of the efficiency of a given portfolio. Zbl 0679.62097
Gibbons, Michael R.; Ross, Stephen A.; Shanken, Jay
43
1989
A theory of the term structure of interest rates. Zbl 1274.91447
Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A.
1985
An intertemporal general equilibrium model of asset prices. Zbl 0576.90006
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A.
184
1985
Portfolio turnpike theorems, risk aversion, and regularly varying utility functions. Zbl 0521.90014
Huberman, Gur; Ross, Stephen
14
1983
Portfolio efficient sets. Zbl 0495.90010
Dybvig, Philip H.; Ross, Stephen A.
18
1982
Some stronger measures of risk aversion in the small and the large with applications. Zbl 0471.90016
Ross, Stephen A.
90
1981
Present values and internal rates of return. Zbl 0446.90005
Ross, Stephen A.; Spatt, Chester S.; Dybvig, Philip H.
2
1980
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
574
1979
Mutual fund separation in financial theory - the separating distributions. Zbl 0379.90010
Ross, Stephen A.
45
1978
Options and efficiency. Zbl 0329.90002
Ross, Stephen A.
70
1976
Uncertainty and the heterogeneous capital good model. Zbl 0313.90012
Ross, Stephen A.
2
1975
On the economic theory of agency and the principle of similarity. With an appendix and comments by Leonard Mirman. Zbl 0363.90009
Ross, Stephen A.
2
1974
The ’saddlepoint property’ and the structure of dynamic heterogeneous capital good models. Zbl 0282.90009
Burmeister, Edwin; Caton, Christopher; Dobell, A. Rodney; Ross, Stephen
5
1973
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