Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Duration and the Measurement of Basis Risk, , and . The Journal of Business, 52 (1): 51--61 (1979)Option pricing: A simplified approach, , and . Journal of Financial Economics, 7 (3): 229--263 (September 1979)Corporate finance fundamentals, , and . The McGraw-Hill/Irwin series in finance, insurance and real estate McGraw-Hill/Irwin, Boston u.a., 7. ed., internat. student ed edition, (2006)Market selection., , , and . J. Econ. Theory, (2017)The relation between forward prices and futures prices, , and . Journal of Financial Economics, 9 (4): 321--346 (December 1981)Portfolio turnpike theorems for constant policies. Journal of Financial Economics, 1 (2): 171--198 (July 1974)Economic Forces and the Stock Market, , and . The Journal of Business, 59 (3): 383-403 (July 1986)The Arbitrage Theory of Capital Asset Pricing. Journal of Economic Theory, (May 1976)Fundamentals of corporate finance, , and . Irwin/McGraw-Hill series in finance, insurance, and real estate Irwin/McGraw-Hill, Boston, Mass. u.a., 5. ed., standard ed., international ed edition, (2000)A Theory of the Term Structure of Interest Rates, , and . Econometrica, 53 (2): 385--407 (1985)