Myron S. Scholes : Citation Profile

Stanford University

18

H index

19

i10 index

9897

Citations

RESEARCH PRODUCTION:

31

Articles

12

Papers

5

Chapters

RESEARCH ACTIVITY:

   51 years (1972 - 2023). See details.
   Cites by year: 194
   Journals where Myron S. Scholes has often published
   Relations with other researchers
   Recent citing documents: 549.    Total self citations: 4 (0.04 %)

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   Permalink: http://citec.repec.org/psc29
   Updated: 2025-12-27    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)

Schlogl, Erik (21)

Miao, Jianjun (21)

Wu, Liuren (20)

Engle, Robert (19)

Lo, Andrew (18)

Cites to:

Longstaff, Francis (13)

Jarrow, Robert (12)

Dybvig, Philip (11)

Lo, Andrew (11)

Chen, Zhiwu (11)

Dybvig, Phillip (10)

Stulz, René (10)

Duffie, Darrell (9)

Kau, James (9)

Brennan, Michael (9)

merton, robert (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
Journal of Political Economy2
American Economic Review2

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 (2025 and 2024)

YearTitle of citing document
2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343544.

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2024The Informational Role of Trading Volume in Thinly Traded Options Markets. (2024). Choe, Kyoungin ; Goodwin, Barry K. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343732.

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2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Chavas, Jean-Paul ; Li, Jian. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343544.

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2024The Informational Role of Trading Volume in Thinly Traded Options Markets. (2024). Goodwin, Barry K ; Choe, Kyoungin. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343732.

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2024Affine Heston model style with self-exciting jumps and long memory. (2024). Hainaut, Donatien ; Leunga, Charles Guy. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024001.

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

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2025Explicit approximations of option prices via Malliavin calculus in a general stochastic volatility framework. (2025). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:2006.01542.

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

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

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

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

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2024Matrix method stability and robustness of compact schemes for parabolic PDEs. (2024). Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2201.05854.

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2024Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?. (2024). Mink, Mark ; de Weert, Frans J. In: Papers. RePEc:arx:papers:2202.05671.

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2025Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments. (2025). Rebentrost, Patrick ; Yu, Jeong. In: Papers. RePEc:arx:papers:2203.04924.

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2024Cooperative networks and Hodge-Shapley value. (2024). Lim, Tongseok. In: Papers. RePEc:arx:papers:2203.06860.

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

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

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2024A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs. (2024). Sahu, Pradeep Kumar ; Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2209.02873.

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2025Chaotic Hedging with Iterated Integrals and Neural Networks. (2024). Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2209.10166.

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

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

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

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2025European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis. (2025). Nzokem, A H. In: Papers. RePEc:arx:papers:2304.06060.

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2025Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing. (2024). Fernholz, Ricardo. In: Papers. RePEc:arx:papers:2308.13717.

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

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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

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

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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

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2024Scalable Agent-Based Modeling for Complex Financial Market Simulations. (2024). Varner, Jeffrey D ; Wheeler, Aaron. In: Papers. RePEc:arx:papers:2312.14903.

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2025Implied volatility (also) is path-dependent. (2024). Herv'e Andr`es, ; Jourdain, Benjamin ; Boumezoued, Alexandre. In: Papers. RePEc:arx:papers:2312.15950.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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2024Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\odinger-Like Trading Equation and Multimodal Distribution. (2024). Lin, LI. In: Papers. RePEc:arx:papers:2401.05823.

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2024A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing. (2024). Wang, CE. In: Papers. RePEc:arx:papers:2401.08093.

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2024Data-driven Option Pricing. (2024). Yang, XI ; Dai, Min ; Jin, Hanqing. In: Papers. RePEc:arx:papers:2401.11158.

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

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2025On short-time behavior of implied volatility in a market model with indexes. (2025). 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, Youngshin. 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). Dhandapani, Vikranth Lokeshwar ; Jain, Shashi. In: Papers. RePEc:arx:papers:2402.17941.

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2025A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. (2025). 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 ; Rocha, Luis ; de Backer, Stijn ; Ryckebusch, Jan. 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). Lepinette, Emmanuel ; Vu, Duc Thinh. 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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2024Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730.

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2024Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model. (2024). Rachev, Svetlozar T ; Gnawali, Jagdish ; Fabozzi, Frank J ; Lindquist, Brent W. In: Papers. RePEc:arx:papers:2405.12479.

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2024From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326.

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2024PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets. (2024). Shen, Zhenyu ; Liu, Yang. In: Papers. RePEc:arx:papers:2406.00435.

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2024Machine Learning Methods for Pricing Financial Derivatives. (2024). Fan, Lei ; Sirignano, Justin. In: Papers. RePEc:arx:papers:2406.00459.

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2024The Mertons Default Risk Model for Public Company. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.18121.

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2024Optimal hedging with variational preferences under convex risk measures. (2024). Righi, Marcelo. In: Papers. RePEc:arx:papers:2407.03431.

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2024Attribution Methods in Asset Pricing: Do They Account for Risk?. (2024). Gao, Yuan ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2407.08953.

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2024Construction and Hedging of Equity Index Options Portfolios. (2024). Ślepaczuk, Robert ; Wysocki, Maciej. In: Papers. RePEc:arx:papers:2407.13908.

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2024An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans. (2024). Luu, Duc Thi ; Le, Nhat-Tan ; Nguyen, Minh-Quan ; Nguyen-An, Khuong. In: Papers. RePEc:arx:papers:2407.14728.

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2025Calibrating the Heston model with deep differential networks. (2025). Morandotti, Marco ; Amici, Giovanni ; Zhang, Chen. In: Papers. RePEc:arx:papers:2407.15536.

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2025Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information. (2024). Franccois, Pascal ; Gauthier, Genevieve ; Fr'ed'eric Godin, ; Octavio, Carlos. In: Papers. RePEc:arx:papers:2407.21138.

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2024Deep Learning for Options Trading: An End-To-End Approach. (2024). Tan, Wee Ling ; Roberts, Stephen ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.21791.

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2024Neural Term Structure of Additive Process for Option Pricing. (2024). Lin, Jimin ; Liu, Guixin. In: Papers. RePEc:arx:papers:2408.01642.

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2024Stochastic Calculus for Option Pricing with Convex Duality, Logistic Model, and Numerical Examination. (2024). Cao, Zheng. In: Papers. RePEc:arx:papers:2408.05672.

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2024The mean-variance portfolio selection based on the average and current profitability of the risky asset. (2024). Li, YU ; Wu, Yuhan ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2408.07969.

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2024Hedging in Jump Diffusion Model with Transaction Costs. (2024). Sottinen, Tommi ; Almani, Hamidreza Maleki ; Shokrollahi, Foad. In: Papers. RePEc:arx:papers:2408.10785.

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2024EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning. (2024). Poulos, Zissis ; Wang, Zeyu ; Malekzadeh, Parvin ; Plataniotis, Konstantinos N ; Chen, Jacky. In: Papers. RePEc:arx:papers:2408.12446.

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2024Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates. (2024). Hao, Nicole ; Li, Echo ; Luong-Le, Diep. In: Papers. RePEc:arx:papers:2408.15416.

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2024Pricing American Options using Machine Learning Algorithms. (2024). Djagba, Prudence ; Ndizihiwe, Callixte. In: Papers. RePEc:arx:papers:2409.03204.

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2025Robust financial calibration: a Bayesian approach for neural SDEs. (2024). Kurt, Kevin ; Flonner, Eva ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:2409.06551.

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2024MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing. (2024). Beigi, Homayoon ; Ter-Avanesov, Boris. In: Papers. RePEc:arx:papers:2409.06724.

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2025Market information of the fractional stochastic regularity model. (2024). Garcin, Matthieu ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2409.07159.

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2024A market resilient data-driven approach to option pricing. (2024). Rana, Nimit ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2409.08205.

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2024Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure. (2024). Sarr, Djibril ; Kebaier, Ahmed ; ben Alaya, Mohamed. In: Papers. RePEc:arx:papers:2409.12783.

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2024Heat modulated affine stochastic volatility models for forward curve dynamics. (2024). Karbach, Sven. In: Papers. RePEc:arx:papers:2409.13070.

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2024A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance. (2024). Garc, J A ; Ferreiro-Ferreiro, A M ; Castro, M J ; Su, M ; L'Opez-Salas, J G. In: Papers. RePEc:arx:papers:2410.02925.

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2024Distilling Analysis from Generative Models for Investment Decisions. (2024). Miyao, Yusuke ; Kobayashi, Ichiro ; Takamura, Hiroya ; Chen, Chung-Chi. In: Papers. RePEc:arx:papers:2410.07225.

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2024Time evaluation of portfolio for asymmetrically informed traders. (2024). Escudero, Carlos ; D'Auria, Bernardo. In: Papers. RePEc:arx:papers:2410.16010.

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2024Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface. (2024). Barucca, Paolo ; Phelan, Carolyn E ; Hoshisashi, Kentaro. In: Papers. RePEc:arx:papers:2411.02375.

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2024A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging. (2024). Wu, YI ; Xiao, BO ; Zhou, Xiang ; Peng, Xianhua. In: Papers. RePEc:arx:papers:2411.09659.

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2025Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) funds. (2025). Armstrong, John ; Donnelly, Catherine ; Dalby, James. In: Papers. RePEc:arx:papers:2411.13565.

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2025Market Making without Regret. (2024). Pathak, Vinayak ; Foscari, Luigi ; Colomboni, Roberto ; Cesari, Tommaso ; Cesa-Bianchi, Nicolo. In: Papers. RePEc:arx:papers:2411.13993.

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2024MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series. (2024). Varner, Jeffrey D ; Wheeler, Aaron. In: Papers. RePEc:arx:papers:2411.16585.

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2024Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates. (2024). Meissner, Gunter A ; Ter-Avanesov, Boris. In: Papers. RePEc:arx:papers:2411.16617.

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2025Semiclassical CEV Option Pricing Model: an Analytical Approach. (2024). Morales-Ruiz, Juan J ; Lope-Alba, Jose ; Capit, Jose A. In: Papers. RePEc:arx:papers:2411.18154.

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2024Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

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2024AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation. (2024). Rey, Juan Lucas. In: Papers. RePEc:arx:papers:2412.05300.

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2024The AI Black-Scholes: Finance-Informed Neural Network. (2024). Patel, Raj ; Chi, Cheng ; Li, Xuanze ; Aboussalah, Amine M. In: Papers. RePEc:arx:papers:2412.12213.

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2025Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework. (2024). Kourakis, Ioannis ; Albani, Vinicius ; Singh, Kuldeep ; Zubelli, Jorge P. In: Papers. RePEc:arx:papers:2412.19020.

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2024Rough differential equations for volatility. (2024). Gasteratos, Ioannis ; Jacquier, Antoine ; Bonesini, Ofelia ; Ferrucci, Emilio. In: Papers. RePEc:arx:papers:2412.21192.

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2025A Space Mapping approach for the calibration of financial models with the application to the Heston model. (2025). Ehrhardt, Matthias ; Totzeck, Claudia ; Clevenhaus, Anna. In: Papers. RePEc:arx:papers:2501.14521.

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2025On non-uniqueness in the option valuation problem. (2025). Rozanova, Olga S ; Ladykova, Ekaterina A. In: Papers. RePEc:arx:papers:2501.18721.

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2025Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making. (2025). Swishchuk, Anatoliy ; Lalor, Luca. In: Papers. RePEc:arx:papers:2502.17417.

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2025Robust and Efficient Deep Hedging via Linearized Objective Neural Network. (2025). Cai, Lin ; Zhao, Lei. In: Papers. RePEc:arx:papers:2502.17757.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2025CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation. (2025). Tanaka, Yuki ; Hashimoto, Ryuji ; Izumi, Kiyoshi ; Murayama, Yuri ; Piao, Zhe ; Takayanagi, Takehiro. In: Papers. RePEc:arx:papers:2503.04164.

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2025Hedging with Sparse Reward Reinforcement Learning. (2025). Gao, Ting ; Zuo, Dewei ; Yuan, Gangnan ; Ding, Yiheng. In: Papers. RePEc:arx:papers:2503.04218.

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2025Modeling Stock Return Distributions and Pricing Options. (2025). Jiang, Xinxin. In: Papers. RePEc:arx:papers:2503.08666.

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2025Predicting and Mitigating Agricultural Price Volatility Using Climate Scenarios and Risk Models. (2025). Chakraborti, Anirban ; Rai, Anish ; Kailasam, Abbinav Sankar ; Shukla, Sudeep ; Das, Sourish. In: Papers. RePEc:arx:papers:2503.24324.

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2025The effect of latency on optimal order execution policy. (2025). Smith, Paul ; Saggese, Giacinto Paolo ; Ma, Chutian. In: Papers. RePEc:arx:papers:2504.00846.

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2025Deep Reinforcement Learning Algorithms for Option Hedging. (2025). Kosseim, Leila ; Fr'ed'eric Godin, ; Neagu, Andrei. In: Papers. RePEc:arx:papers:2504.05521.

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2025Deep Hedging with Options Using the Implied Volatility Surface. (2025). Fr'ed'eric Godin, ; Gauthier, Genevieve ; Franccois, Pascal. In: Papers. RePEc:arx:papers:2504.06208.

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2025Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2504.12851.

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2025Symmetry classification and invariant solutions of the classical geometric mean reversion process. (2025). Gao, Dapeng ; Zhang, Jin. In: Papers. RePEc:arx:papers:2504.13094.

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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]		article69
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]		article156
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
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2001Merton H. Miller: Memories of a Great Mentor and Leader In: Journal of Finance.
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1989Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans In: Journal of Financial Economics.
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1989Decentralized Investment Banking: The Case of Discount Dividend-Reinve stment and Stock-Purchase Plans.(1989) In: NBER Working Papers.
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1983Economic Implications of ERISA In: NBER Chapters.
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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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2004The future of hedge funds In: Journal of Financial Transformation.
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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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