- "A Fisherian Approach to Trade, Capital Movements and Tariffs", with M.
Connolly, 1970,
*AER* - "The Economic Theory of Agency: the principal's problem", 1973,
*AER* - "Portfolio Turnpike Theorems for Constant Policies", 1974,
*J Financial Econ* - "Pricing and Timing Decisions in Oligopoly Industries", with M.L. Wachter,
1975,
*QJE* - "Uncertainty and the Heterogeneous Capital Goods Model", 1975,
*RES* - "Return, Risk and Arbitrage", 1976, in Friend and Bicksler, editors,
*Risk and Return in Finance*. - "The Arbitrage Theory of Capital Asset Pricing", 1976,
*JET* - "Options and Efficiency", 1976,
*QJE* - "The Valuation of Options for Alternative Stochastic Processes", with J.C.
Cox, 1976,
*J of Financial Econ* - "A Survey of Some New Results in Financial Option Pricing Theory", with J.C.
Cox, 1976,
*J of Finance* - "The Determination of Financial Structure: The incentive signalling approach",
1977,
*Bell JE* - "The Capital Asset Pricing Model (CAPM), Short Sale Restrictions and Related
Issues", 1977,
*J of Finance* - "Mutual Fund Separation in Financial Theory: the separating distributions",
1978,
*JET* - "A Simple Approach to the Valuation of Risky Streams", 1978,
*J of Business* - "Option Pricing: a simplified approach", with J.C. Cox and M. Rubinstein,
1979,
*J of Financial Econ* - "An Empirical Investigation of the Arbitrage Pricing Theory", with R. Roll, 1980,
*J of Finance* - "Portfolio Efficient Sets", with P.H. Dybvig, 1982,
*Econometrica* - "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing
Theory", with R. Roll, 1984,
*J of Finance*. - "A Theory of the Term Structure of Interest Rates", with J.C. Cox and J.
Ingersoll, 1985,
*Econometrica* - "An Intertemporal General Equilibrium Model of Asset Prices", with J.C. Cox
and J. Ingersoll, 1985,
*Econometrica* - "Yes, the APT is Testable", with P.H. Dybvig, 1985,
*J of Finance* - "Economic Forces and the Stock Market", with N. Chen and R. Roll,
1986,
*J of Business* - "The Arbitrage Pricing Theory Approach to Strategic
Portfolio Planning", with R. Roll, 1987,
*Financial Analyst's Handbook*

- HET Pages: Arbitrage and Equilibrium, Pricing by Arbitrage, Completing Markets by Options, Stronger Risk-Aversion Measurement
- Stephen A. Ross's Faculty Profile Page at MIT Sloan.
- "Passing
the Chair: Ross and Modiglani" 1999,
*Return on Investment* - "APT
Inventor Ross Puts Practice Into Theory",
*MIT Sloan News*, 1999

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