Marti G. Subrahmanyam

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
When does strategic debt-service matter?
Economic Theory
2006-10-18Paper
Background risk and the demand for state-contingent claims
Economic Theory
2004-03-11Paper
When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel
Review of Finance
2000-06-22Paper
Who buys and who sells options: the role of options in an economy with background risk
Journal of Economic Theory
1998-11-03Paper
A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
Management Science
1982-01-01Paper
A Multiperiod Equilibrium Asset Pricing Model
Econometrica
1978-01-01Paper
Utility theory and participation in unfair lotteries
Journal of Economic Theory
1978-01-01Paper
Capital Market Equilibrium in a Mixed Economy, Optimal Public Sector Investment Decision Rules, and the Social Rate of Discount
The Quarterly Journal of Economics
1978-01-01Paper


Research outcomes over time


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