Richard C. Stapleton

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!

Publication	Date of Publication	Type
Cautiousness, skewness preference, and the demand for options Review of Finance	2018-11-09	Paper
The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence Economics Letters	2017-06-09	Paper
Higher-order risk vulnerability Economic Theory	2017-03-07	Paper
Multiplicative Background Risk Management Science	2012-02-21	Paper
Risk taking with additive and multiplicative background risks Journal of Economic Theory	2011-08-16	Paper
Two-dimensional risk-neutral valuation relationships for the pricing of options Review of Derivatives Research	2008-01-14	Paper
Background risk and the demand for state-contingent claims Economic Theory	2004-03-11	Paper
The pricing of Bermudan-style options on correlated assets Review of Derivatives Research	2003-12-09	Paper
When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel Review of Finance	2000-06-22	Paper
Who buys and who sells options: the role of options in an economy with background risk Journal of Economic Theory	1998-11-03	Paper
A Multiperiod Equilibrium Asset Pricing Model Econometrica	1978-01-01	Paper
Capital Market Equilibrium in a Mixed Economy, Optimal Public Sector Investment Decision Rules, and the Social Rate of Discount The Quarterly Journal of Economics	1978-01-01	Paper

Research outcomes over time

This page was built for person: Richard C. Stapleton