Publications

Equilibrium in Incomplete Markets: I. A Basic Model of Generic Existence

Darrell Duffie, Wayne Shafer

Journal of Mathematical Economics December1985 Vol. 14 Issue 3 Pages 285-300.

Implementing Arrow-Debreu Equilibria By Continuous Trading of Few Long-Lived Securities

Darrell Duffie, Chi-fu Huang

Econometrica November1985 Vol. 53 Issue 6 Pages 1337-1356.

Interpreting the Factor Risk Premia in the Arbitrage Pricing Theory

Anat R. Admati, Paul Pfleiderer

Journal of Economic Theory 1985 Vol. 35 Issue 1 Pages 191–195.

Measuring Investment Performance in a Rational Expectations Equilibrium Model

Anat R. Admati, Stephen A. Ross

Journal of Business 1985 Vol. 58 Issue 1 Pages 1-26.

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

Anat R. Admati

Econometrica 1985 Vol. 53 Issue 3 Pages 629-657.

Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models

Kenneth J. Singleton

Journal of Econometrics 1985 Vol. 30 Issue 1-2 Pages 391-413.

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen, Kenneth J. Singleton

Econometrica 1982 Vol. 50 Issue 5 Pages 1269-1286.

Latent variable models for time series*: A frequency domain approach with an application to the permanent income hypothesis

Kenneth J. Singleton, John F. Geweke

Journal of Econometrics December1981 Vol. 17 Issue 3 Pages 287-304.

The Economics of Hedging and Spreading in Futures Markets

Myron S. Scholes

Journal of Futures Research July1981 Vol. 1 Issue 2 Pages 265–286.

Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing

George M. Constantinides, Myron S. Scholes

Journal of Finance May1980 Vol. 35 Issue 2 Pages 439-449.

Dividends and Taxes

Merton H. Miller, Myron S. Scholes

Journal of Financial Economics December1978 Vol. 6 Issue 4 Pages 333-364.

Competitive Bidding in the Underwriting of Public Utility Securities

George G.C. Parker, Daniel Cooperman

Journal of Financial and Quantitative Analysis 1978 Vol. 13 Issue 5 Pages 885-902.

The Effects of Dividend Yield and Dividend Policy on Common Stock Prices and Returns

Fischer Black, Myron S. Scholes

Journal of Financial Economics May1974 Vol. 1 Issue 1 Pages 1–22.

Some Factors Affecting Awareness of Annual Percentage Rates in Consumer Installment Credit Transactions

George G.C. Parker, Robert P. Shay

Journal of Finance 1974 Vol. 29 Issue 1 Pages 217-225.

Bonds versus Stocks: Some Lessons from Capital Market Theory

William F. Sharpe

Financial Analysts Journal November1973 Vol. 29 Issue 6 Pages 74-80.

Risk, Market Sensitivity and Diversification

William F. Sharpe

Financial Analysts Journal January1972 Vol. 28 Issue 1 Pages 74-79.

How to Get a Better Forecast

George G.C. Parker

Harvard Business Review 1971

Alternative Approaches to Revenue Sharing: A Description and Framework for Evaluation

Murray Weidenbaum, Robert L. Joss

National Tax Journal 1970 Vol. 23 Issue 1 Pages 2-22.