John C. Cox

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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
A theory of the term structure of interest rates
Econometrica
2013-10-29Paper
Option pricing: A simplified approach
Journal of Financial Economics
2008-04-03Paper
A continuous-time portfolio turnpike theorem
Journal of Economic Dynamics and Control
1993-01-16Paper
A variational problem arising in financial economics
Journal of Mathematical Economics
1991-01-01Paper
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Journal of Economic Theory
1989-01-01Paper
An Intertemporal General Equilibrium Model of Asset Prices
Econometrica
1985-01-01Paper


Research outcomes over time


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