商学院里的诺贝尔奖得主

newboyss

商学院里的诺贝尔奖得主

Harvard: Robert Merton

Theory of Rational Option Pricing - UC-eLinks - 每组 3 个 »
RC Merton - The Bell Journal of Economics and Management Science, 1973 - ideas.repec.org
   
The long history of the theory of option pricing began in 1900 when the French mathematician Louis Bachelier deduced an
option pricing formula based on the assumption that stock prices follow a Brownian motion with zero drift. Since that
time, numerous researchers have contributed to the ...
   
被引用次数：2028 - 相关文章 - 网页快照 - 网页搜索 - 图书馆搜索
  

On the pricing of corporate debt: the risk structure of interest rates - 每组 4 个 »
RC Merton - 1973 - dspace.mit.edu
   
Page 1. ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
by Robert C. Merton 684-73 November 1973 ... Page 2. ON THE PRICING OF CORPORATE DEBT:
THE RISK STRUCTURE OF INTEREST PATES Robert C. Merton I. Introduction The value ...
   
被引用次数：1414 - 相关文章 - https://dspace.mit.edu/handle/1721.1/1874%3Fmode%3Dsimple+robert+merton" target="nw">HTML 版 - 网页搜索 - 图书馆搜索
  

An Intertemporal Capital Asset Pricing Model - UC-eLinks - 每组 2 个 »
RC Merton - Econometrica, 1973 - JSTOR
   
868 ROBERT C. MERTON portfolio (its "beta "), the careful empirical work of Black, Jensen, and Scholes [3] has
demonstrated that this is not the case. In particular, they found that "low beta" assets earn a higher return on average
and "high beta" assets earn a lower return on average ...
   
被引用次数：1071 - 相关文章 - 网页搜索 - 图书馆搜索  

Rady at UC san diego: Harry Markowitz

引用] ortfolio Selection - UC-eLinks
H Markowitz - The Journal of Finance, 1952 - American Finance Association
    
被引用次数：2596 - 相关文章 - 网页搜索 - 图书馆搜索
   

The Utility of Wealth - UC-eLinks
H Markowitz - The Journal of Political Economy, 1952 - journals.uchicago.edu
     
The Journal of Political Economy Published by the University of Chicago Press Title,
The Utility of Wealth. Author(s), Harry Markowitz. Identifiers, The Journal of
Political Economy, volume 60, page 151 DOI: 10.1086/257177. Availability, Other ...
     
被引用次数：193 - 相关文章 - 网页搜索 - 图书馆搜索
   
The Elimination Form of the Inverse and Its Application to Linear Programming - UC-eLinks
HM Markowitz - Management Science, 1957 - JSTOR
   
... Harry M. Markowitz. ... 3, 255-269. Apr., 1957. THE ELIMINATION FORM OF THE INVERSE AND
ITS APPLICATION TO LINEAR PROGRAMMING* HARRY M. MARKOWITZ' The RAND Corporation
Introduction It is common for matrices in industrial applications of linear programming ...
   
被引用次数：152 - 相关文章 - 网页搜索  

The Utility of Wealth - UC-eLinks
H Markowitz - The Journal of Political Economy, 1952 - journals.uchicago.edu
     
The Journal of Political Economy Published by the University of Chicago Press Title,
The Utility of Wealth. Author(s), Harry Markowitz. Identifiers, The Journal of
Political Economy, volume 60, page 151 DOI: 10.1086/257177. Availability, Other ...
     
被引用次数：193 - 相关文章 - 网页搜索 - 图书馆搜索
   
The Elimination Form of the Inverse and Its Application to Linear Programming - UC-eLinks
HM Markowitz - Management Science, 1957 - JSTOR
   
... Harry M. Markowitz. ... 3, 255-269. Apr., 1957. THE ELIMINATION FORM OF THE INVERSE AND
ITS APPLICATION TO LINEAR PROGRAMMING* HARRY M. MARKOWITZ' The RAND Corporation
Introduction It is common for matrices in industrial applications of linear programming ...
   
被引用次数：152 - 相关文章 - 网页搜索  

Stanford, Myron Scholes

The Pricing of Options and Corporate Liabilities - UC-eLinks - 每组 4 个 »
F Black, M Scholes - The Journal of Political Economy, 1973 - ideas.repec.org
   
If you experience problems downloading a file, check if you have the proper application to view it first. Information
about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
   
被引用次数：5382 - 相关文章 - 网页快照 - 网页搜索
  

[引用] Estimating betas from nonsynchronous data - UC-eLinks
M Scholes, J Williams - Journal of Financial Economics, 1977
   
被引用次数：568 - 相关文章 - 网页搜索
  

[引用] The Capital Asset Pricing Model: Some Empirical Tests
F Black, MC Jensen, M Scholes - Studies in the Theory of Capital Markets, 1972 - Praeger, New York
   
被引用次数：307 - 相关文章 - 网页搜索
  

Stanford, William Sharpe

[引用] Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk - UC-eLinks
WF Sharpe - The Journal of Finance, 1964 - American Finance Association
   
被引用次数：2077 - 相关文章 - 网页搜索
  

Mutual Fund Performance - UC-eLinks
WF Sharpe - Journal of Business, 1966 - journals.uchicago.edu
   
Journal of Business Published by the University of Chicago Press Title, Mutual Fund
Performance. Author(s), William F. Sharpe. Identifiers, Journal of Business, volume
39, page 119 DOI: 10.1086/294846. Availability, Other sites: JSTOR [Subscription ...
   
被引用次数：588 - 相关文章 - 网页搜索
  

Asset Allocation: Management Style and Performance Measurement - UC-eLinks - 每组 5 个 »
WF Sharpe - Journal of Portfolio Management, 1992 - stanford.edu
   
It is widely agreed that asset allocation accounts for a large part of the variability in the return on a typical
investor's portfolio. This is especially true if the overall portfolio is invested in multiple funds, each including a
number of securities. ... Asset allocation is ...
   
被引用次数：315 - 相关文章 - www.stanford.edu/~wfsharpe/art/sa/sa.htm+wf+sharpe" target="nw">网页快照 - 网页搜索
  

Wilson at Princeton: Daniel Kahneman

Prospect Theory: An Analysis of Decision under Risk - UC-eLinks - 每组 2 个 »
D Kahneman, A Tversky - Econometrica, 1979 - JSTOR
   
PROSPECT THEORY 267 .8 to .2. The following pair of choice problems illustrates the certainty effect with non-monetary
outcomes. PROBLEM 5: A: 50% chance to win a three- week tour of England, France, and Italy; N=72 [22] PROBLEM 6: C: 5%
chance to win a three- week tour of England, France, ...
   
被引用次数：4625 - 相关文章 - 网页搜索
  

Judgment under Uncertainty: Heuristics and Biases - UC-eLinks - 每组 3 个 »
A Tversky, D Kahneman - Science, 1974 - sciencemag.org
   
This article described three heuristics that are employed in making judgements under uncertainty: (i)
representativeness, which is usually employed when people are asked to judge the probability that an object or event A
belongs to class or process B; (ii) availability of ...
   
被引用次数：2933 - vogrKpcD6QJ:scholar.google.com/" target="nw">相关文章 - 网页搜索 - 图书馆搜索  

The framing of decisions and the psychology of choice - UC-eLinks - 每组 4 个 »
A Tversky, D Kahneman - Science, 1981 - sciencemag.org
   
The psychological principles that govern the perception of decision problems and the evaluation of probabilities and
outcomes produce predictable shifts of preference when the same problem is framed in different ways. Reversals of
preference are demonstrated in choices regarding ...
   
被引用次数：1493 - BuV0KNbc90J:scholar.google.com/" target="nw">相关文章 - 网页搜索
  

Chicago, Merton Miller

[引用] The Cost of Capital, Corporation Finance and the Theory of Investment - UC-eLinks
F Modigliani, MH Miller - The American Economic Review, 1958 - American Economic Association
   
被引用次数：1679 - 相关文章 - 网页搜索
  

Dividend Policy, Growth, and the Valuation of Shares - UC-eLinks
MH Miller, F Modigliani - Journal of Business, 1961 - journals.uchicago.edu
   
Journal of Business Published by the University of Chicago Press Title, Dividend
Policy, Growth, and the Valuation of Shares. Author(s), Merton H. Miller and Franco
Modigliani. Identifiers, Journal of Business, volume 34, page 411 DOI: 10.1086 ...
   
被引用次数：644 - 相关文章 - 网页搜索
  

Debt and Taxes - UC-eLinks
MH Miller - The Journal of Finance, 1977 - ideas.repec.org
   
If you experience problems downloading a file, check if you have the proper application to view it first. Information
about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
   
被引用次数：544 - 相关文章 - 网页快照 - 网页搜索

Haas at UC Berkeley, John Harsanyi

 A general theory of equilibrium selection in games - 每组 2 个 »
JC Harsanyi, R Selten - 1988 - mitpress.mit.edu
     
The authors, two of the most prominent game theorists of this generation, have devoted a number of years to the
development of the theory presented here, and to its economic applications. They propose rational criteria for selecting
one particular uniformly perfect equilibrium point as ...
     
被引用次数：687 - 相关文章 - 网页快照 - 网页搜索 - UC-eLinks - 图书馆搜索
    

Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility - UC-eLinks
JC Harsanyi - The Journal of Political Economy, 1955 - journals.uchicago.edu
      
... Title, Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of
Utility. Author(s), John C. Harsanyi. Identifiers, The Journal of Political Economy,
volume 63, page 309 DOI: 10.1086/257678. Availability, Other sites: JSTOR ...
      
被引用次数：487 - 相关文章 - 网页搜索
     

Rational behavior and bargaining equilibrium in games and social situations
JC Harsanyi - 1977 - Cambridge University Press New York
      
被引用次数：364 - 相关文章 - 网页搜索 - UC-eLinks - 图书馆搜索
     

 A general theory of equilibrium selection in games - 每组 2 个 »
JC Harsanyi, R Selten - 1988 - mitpress.mit.edu
     
The authors, two of the most prominent game theorists of this generation, have devoted a number of years to the
development of the theory presented here, and to its economic applications. They propose rational criteria for selecting
one particular uniformly perfect equilibrium point as ...
     
被引用次数：687 - 相关文章 - 网页快照 - 网页搜索 - UC-eLinks - 图书馆搜索
    

Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility - UC-eLinks
JC Harsanyi - The Journal of Political Economy, 1955 - journals.uchicago.edu
      
... Title, Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of
Utility. Author(s), John C. Harsanyi. Identifiers, The Journal of Political Economy,
volume 63, page 309 DOI: 10.1086/257678. Availability, Other sites: JSTOR ...
      
被引用次数：487 - 相关文章 - 网页搜索
     

Rational behavior and bargaining equilibrium in games and social situations
JC Harsanyi - 1977 - Cambridge University Press New York
      
被引用次数：364 - 相关文章 - 网页搜索 - UC-eLinks - 图书馆搜索
     

 A general theory of equilibrium selection in games - 每组 2 个 »
JC Harsanyi, R Selten - 1988 - mitpress.mit.edu
     
The authors, two of the most prominent game theorists of this generation, have devoted a number of years to the
development of the theory presented here, and to its economic applications. They propose rational criteria for selecting
one particular uniformly perfect equilibrium point as ...
     
被引用次数：687 - 相关文章 - 网页快照 - 网页搜索 - UC-eLinks - 图书馆搜索
    

Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility - UC-eLinks
JC Harsanyi - The Journal of Political Economy, 1955 - journals.uchicago.edu
      
... Title, Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of
Utility. Author(s), John C. Harsanyi. Identifiers, The Journal of Political Economy,
volume 63, page 309 DOI: 10.1086/257678. Availability, Other sites: JSTOR ...
      
被引用次数：487 - 相关文章 - 网页搜索
     

Rational behavior and bargaining equilibrium in games and social situations
JC Harsanyi - 1977 - Cambridge University Press New York
      
被引用次数：364 - 相关文章 - 网页搜索 - UC-eLinks - 图书馆搜索
     

Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility - UC-eLinks
JC Harsanyi - The Journal of Political Economy, 1955 - journals.uchicago.edu
   
... Title, Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of
Utility. Author(s), John C. Harsanyi. Identifiers, The Journal of Political Economy,
volume 63, page 309 DOI: 10.1086/257678. Availability, Other sites: JSTOR ...
   
被引用次数：487 - 相关文章 - 网页搜索
  

Rational behavior and bargaining equilibrium in games and social situations
JC Harsanyi - 1977 - Cambridge University Press New York
   
被引用次数：364 - 相关文章 - 网页搜索 - UC-eLinks - 图书馆搜索
  

[此贴子已经被作者于2006-11-29 9:13:40编辑过]