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Results for
Dynamic Choice Theory and Dynamic Programming
David M. Kreps, Evan L. Porteus
Econometrica
January1979
Vol. 47
Issue 1
Pages 91–100.
Anticipated Information Releases Reflected in Call Option Prices
James M. Patell, Mark A. Wolfson
Journal of Accounting and Economics
1979
Vol. 1
Issue 2
Pages 117–140.
Martingales and Arbitrage in Multi-period Securities Markets
J. Michael Harrison, David M. Kreps
Journal of Economic Theory
1979
Vol. 20
Issue 3
Pages 381–408.
Temporal von Neumann-Morgenstern and Induced Preferences
David M. Kreps, Evan L. Porteus
Journal of Economic Theory
1979
Vol. 20
Pages 81-109.
The API and the Design of Experiments
James M. Patell
Journal of Accounting Research
1979
Vol. 17
Issue 2
Pages 528-549.
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
David M. Kreps, J. Michael Harrison
Quarterly Journal of Economics
1978
Vol. 92
Pages 323-336.
Temporal Resolution of Uncertainty and Dynamic Choice Theory
David M. Kreps, Evan L. Porteus
Econometrica
1978
Vol. 46
Issue 1
Pages 185–200.
On the Optimality of Structured Policies in Countable State Decision Processes. II: Positive and Negative Problems
David M. Kreps, Evan L. Porteus
SIAM Journal on Applied Mathematics
1977
Vol. 32
Pages 420--28.
Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Tests
James M. Patell
Journal of Accounting Research
1976
Vol. 14
Issue 2
Pages 246-276.
On the Optimality of Generalized (s,S) Policies
Evan L. Porteus
Management Science
March1971
Vol. 17
Issue 7
Pages 411-426.