WELFARE ASPECTS OF OPTIONS AND SUPERSHARES

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of Value

1959 • 2,689 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1973 • 1,203 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1964 • 1,125 citations

Options and Efficiency

1976 • 851 citations

Option pricing

1976 • 486 citations

OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.

1975 • 383 citations

Mutual fund separation in financial theory—The separating distributions

1978 • 359 citations

Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

1970 • 346 citations

Equilibrium with Transaction Costs

1971 • 294 citations

Prices for State-Contingent Claims: Some Estimates and Applications

1978 • 253 citations

On the existence of equilibrium in a securities model

1974 • 173 citations

A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY

1976 • 165 citations

Financial decision-making under uncertainty

1979 • 60 citations

The pricing of supershares

1978 • 40 citations

The Purchasing Power Fund: A New Kind of Financial Intermediary

1976 • 35 citations

Is the Theory of Competitive Equilibrium With It

1974 • 18 citations

The sufficiency of existing financial instruments for Pareto-optimal risk allocation

1973 • 9 citations

Mutual Fund Separation in Financial Theory—The Separating Distributions

2005 • 8 citations