Richard C. Stapleton

Available identifiers

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

This page was built for person: Richard C. Stapleton