Publications

Browse or search publications from Stanford GSB faculty.

Academic Area
Centers & Initiatives
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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.