Browsing All of EconStor by Author Stapleton, Richard C.
Showing results 1 to 10 of 10
| Year of Publication | Title | Author(s) |
| 1992 | Idiosyncratic risk, sharing rules, and the theory of risk bearing | Franke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 1995 | Who buys and who sells options: The role and pricing of options in an economy with background risk | Franke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 1999 | When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel. | Franke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 2000 | Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk | Franke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 2002 | Multiplicative background risk | Franke, Günter; Schlesinger, Harris; Stapleton, Richard C. |
| 2003 | Multiplicative background risk | Franke, Günter; Schlesinger, Harris; Stapleton, Richard C. |
| 2005 | Incremental risk vulnerability | Franke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 2007 | Two-dimensional risk neutral valuation relationships for the pricing of options | Franke, Günter; Huang, James; Stapleton, Richard C. |
| 2007 | Non-market wealth, background risk and portfolio choice | Franke, Günter; Schlesinger, Harris; Stapleton, Richard C. |
| 2013 | Risk-taking-neutral background risk | Franke, Guenter; Schlesinger, Harris; Stapleton, Richard C. |
