Myron S. Scholes : Citation Profile

Are you Myron S. Scholes?

Stanford University

17

H index

19

i10 index

9500

Citations

RESEARCH PRODUCTION:

31

Articles

12

Papers

5

Chapters

RESEARCH ACTIVITY:

   51 years (1972 - 2023). See details.
   Cites by year: 186
   Journals where Myron S. Scholes has often published
   Relations with other researchers
   Recent citing documents: 502.    Total self citations: 4 (0.04 %)

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   Permalink: http://citec.repec.org/psc29
   Updated: 2024-11-04    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Myron S. Scholes.

Is cited by:

Veld, Chris (33)

Platen, Eckhard (31)

Härdle, Wolfgang (29)

Renneboog, Luc (24)

Venegas-Martínez, Francisco (24)

Tabak, Benjamin (22)

Miao, Jianjun (21)

Schlogl, Erik (21)

Wu, Liuren (19)

Engle, Robert (19)

Lo, Andrew (18)

Cites to:

Longstaff, Francis (13)

Jarrow, Robert (12)

Chen, Zhiwu (11)

Dybvig, Philip (11)

Lo, Andrew (11)

Dybvig, Phillip (10)

Stulz, René (10)

Brennan, Michael (9)

Kau, James (9)

merton, robert (9)

Duffie, Darrell (9)

Main data

Where Myron S. Scholes has published?

Journals with more than one article published# docs
Journal of Finance8
Journal of Financial Economics4
The Journal of Business4
Journal of Financial Transformation2
American Economic Review2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Myron S. Scholes (2024 and 2023)

YearTitle of citing document
2023Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. (2023). Segers, Johan ; Zhuman, Aigerim ; Portier, Franois ; Leluc, Remi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023019.

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2023Valuación de Títulos de Deuda Indexados al Comportamiento de un Índice Accionario: Un Modelo con Riesgo de Crédito. (2023). Perillo, Marcelo Fabian. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:11-01.

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2023Financial Stability and Economic Growth in the Cemac Zone: A Panel Cointegration Approach. (2023). Mungong, Wilfred Kem ; Wabo, Vivien Narcisse. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2023:p:1-8.

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2024The Black-Scholes-Merton dual equation. (2019). Liu, Qiang ; Guo, Shuxin . In: Papers. RePEc:arx:papers:1912.10380.

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2024Explicit approximations for option prices via Malliavin calculus for the stochastic Verhulst volatility model. (2020). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:2006.01542.

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2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2024To VaR, or Not to VaR, That is the Question. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2101.08559.

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2023Adaptive Gradient Descent Methods for Computing Implied Volatility. (2021). Yang, Tinggan ; Wang, Yihong ; Lu, Yixiao. In: Papers. RePEc:arx:papers:2108.07035.

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2023European option pricing under generalized fractional Brownian motion. (2021). Araneda, Axel A. In: Papers. RePEc:arx:papers:2108.12042.

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2024Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2024Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2023Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Papers. RePEc:arx:papers:2112.04553.

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2023Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Gamma-Variance Process. (2022). Nzokem, A H. In: Papers. RePEc:arx:papers:2201.03378.

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2024Stability of Crank-Nicolson compact scheme for convection-diffusion equations using matrix method. (2022). Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2201.05854.

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2023Black-Scholes Option Pricing Revisited?. (2022). Mink, Mark ; de Weert, Frans J. In: Papers. RePEc:arx:papers:2202.05671.

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2024Stochastic integral representation of solutions to Hodge theoretic Poissons equations on Graphs, and cooperative value allocation of Shapley and Nash. (2022). Lim, Tongseok. In: Papers. RePEc:arx:papers:2203.06860.

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2023Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning. (2022). Yuan, Jun ; Wang, Zeyu ; Poulos, Zissis ; Hull, John ; Farghadani, Soroush ; Chen, Jacky ; Cao, Jay. In: Papers. RePEc:arx:papers:2205.05614.

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2023Estimating spot volatility under infinite variation jumps with market microstructure noise. (2022). Liu, Zhi. In: Papers. RePEc:arx:papers:2205.15738.

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2024The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

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2024Signature-based validation of real-world economic scenarios. (2022). Jourdain, Benjamin ; Boumezoued, Alexandre ; Herv'e Andr`es, . In: Papers. RePEc:arx:papers:2208.07251.

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2024Compact schemes for variable coefficient convection-diffusion equations. (2022). Sahu, Pradeep Kumar ; Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2209.02873.

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2024Chaotic Hedging with Iterated Integrals and Neural Networks. (2022). Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2209.10166.

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2023Physics-Informed Convolutional Transformer for Predicting Volatility Surface. (2022). Hong, Youngjoon ; Lee, Muhyun ; Bae, Hyeong-Ohk ; Yun, Seok-Bae ; Kim, Soohan. In: Papers. RePEc:arx:papers:2209.10771.

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2023Spectral Martingale Measures. (2022). Shirai, Yoshihiro . In: Papers. RePEc:arx:papers:2210.13671.

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2024Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2023). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Fundamental theorem for the pricing of quantum assets. (2022). Rebentrost, Patrick ; Bao, Jinge. In: Papers. RePEc:arx:papers:2212.13815.

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2023Fast Barrier Option Pricing by the COS BEM Method in Heston Model. (2023). Sanfelici, S ; Ortiz-Gracia, L ; Guardasoni, C ; Aimi, A. In: Papers. RePEc:arx:papers:2301.00648.

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2023Acceptable Bilateral Gamma Parameters. (2023). Shirai, Yoshihiro. In: Papers. RePEc:arx:papers:2301.05333.

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2023The Combinational Mutation Strategy of Differential Evolution Algorithm for Pricing Vanilla Options and Its Implementation on Data during Covid-19 Pandemic. (2023). Sumarti, Novriana ; Sidarto, Kuntjoro Adji ; Febrianti, Werry. In: Papers. RePEc:arx:papers:2301.09261.

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2023Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method. (2023). Wei, Dongming ; Amanbek, Yerlan ; Erlangga, Yogi ; Kazbek, Rakhymzhan. In: Papers. RePEc:arx:papers:2301.10734.

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2023New developments in econophysics: Option pricing formulas. (2023). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.11078.

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2024Data-driven Approach for Static Hedging of Exchange Traded Options. (2023). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2302.00728.

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2023Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Papers. RePEc:arx:papers:2302.02769.

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2023SPX, VIX and scale-invariant LSV\footnote{Local Stochastic Volatility}. (2023). Reghai, Adil ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2302.08819.

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2023Liquidity Providers Greeks and Impermanent Gain. (2023). Nodari, Alessandro ; Bardoscia, Niccolo. In: Papers. RePEc:arx:papers:2302.11942.

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2023Preparing random state for quantum financing with quantum walks. (2023). Chang, Ching-Ray ; Liao, Shih-Wei ; Chen, Hao-Yuan ; Wang, Wei-Ting. In: Papers. RePEc:arx:papers:2302.12500.

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2023Fast Option Pricing using Nonlinear Stencils. (2023). Zhu, Yimin ; Huang, Yushen ; Das, Rathish ; Chowdhury, Rezaul ; Ahmad, Zafar. In: Papers. RePEc:arx:papers:2303.02317.

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2023Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661.

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2023Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models. (2023). Choi, Jae Hyung ; Kim, Hyangju. In: Papers. RePEc:arx:papers:2303.08760.

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2023Mitigating Decentralized Finance Liquidations with Reversible Call Options. (2023). Zhou, Liyi ; Gervais, Arthur ; Jovanovic, Philipp ; Ernstberger, Jens ; Qin, Kaihua. In: Papers. RePEc:arx:papers:2303.15162.

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2023Robust Risk-Aware Option Hedging. (2023). Jaimungal, Sebastian ; Wu, David. In: Papers. RePEc:arx:papers:2303.15216.

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2023The inverse Black-Scholes problem in Radon measures space revisited: towards a new measure of market uncertainty. (2023). Riane, Nizar. In: Papers. RePEc:arx:papers:2303.16773.

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2023Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014.

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2024Unifying Market Microstructure and Dynamic Asset Pricing. (2023). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan ; Lauria, Davide. In: Papers. RePEc:arx:papers:2304.02356.

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2023European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis. (2023). Nzokem, A H. In: Papers. RePEc:arx:papers:2304.06060.

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2023Random neural networks for rough volatility. (2023). Zuric, Zan ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2305.01035.

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2023A Heat-Jarrow-Morton framework for energy markets: a pragmatic approach. (2023). Santilli, Edoardo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2305.01485.

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2023The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment. (2023). Szwabi, Janusz ; Fortuna, Kamil. In: Papers. RePEc:arx:papers:2305.06337.

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2023Backward Hedging for American Options with Transaction Costs. (2023). Zanette, Antonino ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:2305.06805.

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2023Option pricing under jump diffusion model. (2023). Wang, LI ; Li, Qian. In: Papers. RePEc:arx:papers:2305.10678.

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2023Efficient Learning of Nested Deep Hedging using Multiple Options. (2023). Shimada, Takuya ; Minami, Kentaro ; Imajo, Kentaro ; Hirano, Masanori. In: Papers. RePEc:arx:papers:2305.12264.

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2023Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market. (2023). Bastani, Ali Foroush ; Alipour, Peyman. In: Papers. RePEc:arx:papers:2305.12539.

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2023Machine Learning for Zombie Hunting: Predicting Distress from Firms Accounts and Missing Values. (2023). Rungi, Armando ; Riccaboni, Massimo ; Incerti, Fabio ; Bargagli-Stoffi, Falco J. In: Papers. RePEc:arx:papers:2306.08165.

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2023Replication of financial derivatives under extreme market models given marginals. (2023). Lim, Tongseok. In: Papers. RePEc:arx:papers:2307.00807.

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2023Robust Hedging GANs. (2023). Horvath, Blanka ; Limmer, Yannick. In: Papers. RePEc:arx:papers:2307.02310.

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2023Machine learning for option pricing: an empirical investigation of network architectures. (2023). Papazoglou-Hennig, Jonas ; Papapantoleon, Antonis ; van Mieghem, Laurens. In: Papers. RePEc:arx:papers:2307.07657.

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2023Reinforcement Learning for Credit Index Option Hedging. (2023). Vittori, Edoardo ; Trapletti, Michele ; Pinciroli, Marco ; Mandelli, Francesco. In: Papers. RePEc:arx:papers:2307.09844.

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2023Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. (2023). Imajo, Kentaro ; Minami, Kentaro ; Hirano, Masanori. In: Papers. RePEc:arx:papers:2307.13217.

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2023Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves. (2023). Singh, Astha ; Kachhara, Darsh. In: Papers. RePEc:arx:papers:2307.15718.

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2023Studentt mixture models for stock indices. A comparative study. (2023). Ramos, Arturo ; Massing, Till. In: Papers. RePEc:arx:papers:2308.10023.

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2024Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing. (2023). Fernholz, Robert. In: Papers. RePEc:arx:papers:2308.13717.

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2023The Financial Market of Environmental Indices. (2023). Fabozzi, Frank J ; Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thisari K. In: Papers. RePEc:arx:papers:2308.15661.

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2024iCOS: Option-Implied COS Method. (2023). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943.

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2023From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033.

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2023Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results. (2023). Lipton, Alexander. In: Papers. RePEc:arx:papers:2309.04547.

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2023Applying Deep Learning to Calibrate Stochastic Volatility Models. (2023). Bilokon, Paul ; Sridi, Abir. In: Papers. RePEc:arx:papers:2309.07843.

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2023Pragmatic Comparison Analysis of Alternative Option Pricing Models. (2023). Shafi, Khuram ; Rahman, Md Mahfuzer ; Motii, Bahman B ; Kumar, Chandan ; Usman, Muhammad ; Shad, Shafqat Ali ; Latif, Natasha ; Idrees, Zahra. In: Papers. RePEc:arx:papers:2309.09890.

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2023Applying Reinforcement Learning to Option Pricing and Hedging. (2023). Stoiljkovic, Zoran. In: Papers. RePEc:arx:papers:2310.04336.

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2023Integration of Fractional Order Black-Scholes Merton with Neural Network. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.04464.

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2023The birth of (a robust) Arbitrage Theory in de Finettis early contributions. (2023). Maggis, Marco. In: Papers. RePEc:arx:papers:2310.07291.

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2023American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500.

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2024Pre-electoral coalition agreement from the Black-Scholes point of view. (2023). Mitrovic, Darko. In: Papers. RePEc:arx:papers:2310.16424.

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2024No-Arbitrage Deep Calibration for Volatility Smile and Skewness. (2023). Phelan, Carolyn E ; Hoshisashi, Kentaro ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2310.16703.

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2023Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. (2023). Weston, Stephen ; Gao, Kang ; Guo, CE ; Luk, Wayne ; Stillman, Namid R ; Vytelingum, Perukrishnen. In: Papers. RePEc:arx:papers:2310.18755.

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2023A short note on super-hedging an arbitrary number of European options with integer-valued strategies. (2023). el Mansour, Meriam ; Cherif, Dorsaf ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2311.08871.

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2023Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management. (2023). Haghighi, Alireza Moslemi ; Zamani, Shiva ; Arian, Hamid. In: Papers. RePEc:arx:papers:2311.14985.

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2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024Pricing and hedging for a sticky diffusion. (2023). Anagnostakis, Alexis. In: Papers. RePEc:arx:papers:2311.17011.

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2023Physics Informed Neural Network for Option Pricing. (2023). Hu, Yibei ; Dhiman, Ashish. In: Papers. RePEc:arx:papers:2312.06711.

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2024Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk. (2024). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2402.15936.

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2024On short-time behavior of implied volatility in a market model with indexes. (2024). Nguyen, Thai ; Chau, Huy N. In: Papers. RePEc:arx:papers:2402.16509.

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2024Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence. (2024). Kim, Hyun-Gyoon. In: Papers. RePEc:arx:papers:2402.17919.

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2024Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement. (2024). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2402.17941.

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2024A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. (2024). Rou, Jasper ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2403.00746.

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2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

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2024On the potential of quantum walks for modeling financial return distributions. (2024). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2403.19502.

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2024Mathematics of Differential Machine Learning in Derivative Pricing and Hedging. (2024). Gomes, Pedro Duarte. In: Papers. RePEc:arx:papers:2405.01233.

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2024Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation. (2024). Vu, Duc Thinh ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2405.06764.

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2024The $\kappa$-generalised Distribution for Stock Returns. (2024). Forbes, Samuel. In: Papers. RePEc:arx:papers:2405.09929.

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More than 100 citations found, this list is not complete...

Works by Myron S. Scholes:

YearTitleTypeCited
1998Derivatives in a Dynamic Environment. In: American Economic Review.
[Full Text][Citation analysis]		article15
1997Derivatives in a Dynamic Environment.(1997) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2000Crisis and Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article65
2013Fischer Black In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
1995 Fischer Black..(1995) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1989STOCK INDEX FUTURES AND THE CRASH OF 87 In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
1972The Valuation of Option Contracts and a Test of Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]		article154
1973Causes and Predictions of Rates of Return on Stocks and Bonds: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1974From Theory to a New Financial Product. In: Journal of Finance.
[Full Text][Citation analysis]		article7
1976Taxes and the Pricing of Options. In: Journal of Finance.
[Full Text][Citation analysis]		article17
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article20
1991 Stock and Compensation. In: Journal of Finance.
[Full Text][Citation analysis]		article4
2001Merton H. Miller: Memories of a Great Mentor and Leader In: Journal of Finance.
[Full Text][Citation analysis]		article0
1992FIRMS RESPONSES TO ANTICIPATED REDUCTIONS IN TAX RATES - THE TAX-REFORM ACT OF 1986 In: Journal of Accounting Research.
[Full Text][Citation analysis]		article59
1992Firms Responses to Anticipated Reductions in Tax Rates: The Tax Reform Act of 1986.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2013The Cost of Constraints: Risk Management, Agency Theory and Asset Prices In: Research Papers.
[Full Text][Citation analysis]		paper1
2014The Cost of Constraints: Risk Management, Agency Theory and Asset Prices.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1974The effects of dividend yield and dividend policy on common stock prices and returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article187
1989Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans In: Journal of Financial Economics.
[Full Text][Citation analysis]		article18
1989Decentralized Investment Banking: The Case of Discount Dividend-Reinve stment and Stock-Purchase Plans.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
1977Estimating betas from nonsynchronous data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article817
1978Dividends and taxes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article159
2009Makert-Based Mechanisms to Reduce Systemic Risk In: Book Chapters.
[Full Text][Citation analysis]		chapter1
1996Global Financial Markets, Derivative Securities, and Systemic Risks. In: Journal of Risk and Uncertainty.
[Citation analysis]		article3
2007Information Sharing, Price Negotiation and Management Buy-outs of Private Family-owned Firms In: Small Business Economics.
[Full Text][Citation analysis]		article22
1991The Role of Tax Rules in the Recent Restructuring of US Corporations In: NBER Chapters.
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1983Who Owns the Assets in a Defined-Benefit Pension Plan? In: NBER Chapters.
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1982Who Owns the Assets in a Defined Benefit Pension Plan.(1982) In: NBER Working Papers.
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1983Economic Implications of ERISA In: NBER Chapters.
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1982Economic Implications of ERISA.(1982) In: NBER Working Papers.
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1989Converting Corporations to Partnerships through Leverage: Theoretical and Practical Impediments In: NBER Working Papers.
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1989Employee Stock Ownership Plans and Corporate Restructuring: Myths and Realities In: NBER Working Papers.
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1989The Effects of Changes in Tax Laws on Corporate Reorganization Activity In: NBER Working Papers.
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1990The Effects of Changes in Tax Laws on Corporate Reorganization Activity..(1990) In: The Journal of Business.
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2006The Derivatives Sourcebook In: Foundations and Trends(R) in Finance.
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1990Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks. In: The Review of Financial Studies.
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1993Entretien avec Myron Scholes, Managing Director, Salomon Brothers et Professeur à Stanford In: Revue d'Économie Financière.
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2004The future of hedge funds In: Journal of Financial Transformation.
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2004The future of hedge funds.(2004) In: Journal of Financial Transformation.
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1998Autobiography In: Nobel Prize in Economics documents.
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2008Interview with Nobel Prize Laureate Myron S. Scholes In: Nobel Prize in Economics documents.
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1972The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices. In: The Journal of Business.
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1978The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business.
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1982The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies. In: The Journal of Business.
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1973The Pricing of Options and Corporate Liabilities. In: Journal of Political Economy.
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1982Dividends and Taxes: Some Empirical Evidence. In: Journal of Political Economy.
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1981The economics of hedging and spreading in futures markets In: Journal of Futures Markets.
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2023Using Option Pricing Information to Time Diversify Portfolio Returns In: World Scientific Book Chapters.
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