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Backwardation in Oil Futures Markets: Theory and Empirical Evidence

The Journal of finance (New York), 1995-12, Vol.50 (5), p.1517-1545

1995

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Consumption-Based Asset Pricing, Part 1: Classic Theory and Tests, Measurement Issues, and Limited Participation

Annual review of financial economics, 2015-01, Vol.7 (1), p.35-83

2015

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Consumption-Based Asset Pricing, Part 2: Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters

Annual review of financial economics, 2015-01, Vol.7 (1), p.85-131

2015

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Dividend announcements: Cash flow signalling vs. free cash flow hypothesis?

Journal of financial economics, 1989-09, Vol.24 (1), p.181-191

1989

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Empirical Tests of the Consumption-Oriented CAPM

The Journal of finance (New York), 1989-06, Vol.44 (2), p.231-262

1989

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Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class

Journal of portfolio management, 1996, Vol.23 (5), p.76-86

1996

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Swaps: Plain and Fanciful

The Journal of finance (New York), 1992-07, Vol.47 (3), p.831-850

LITZENBERGER, ROBERT H.

1992

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Announcement effects of new equity issues and the use of intraday price data

Journal of financial economics, 1988-05, Vol.21 (1), p.71-99

1988

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Determinants of interest rate swap spreads

Journal of banking & finance, 1998-12, Vol.22 (12), p.1507-1532

1998

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Prices of State-Contingent Claims Implicit in Option Prices

The Journal of business (Chicago, Ill.), 1978-10, Vol.51 (4), p.621-651

1978

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SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS

The Journal of finance (New York), 1976-09, Vol.31 (4), p.1085-1100

1976

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The effect of personal taxes and dividends on capital asset prices: Theory and empirical evidence

Journal of financial economics, 1979-01, Vol.7 (2), p.163-195

1979

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Crisis and noncrisis Risk in Financial Markets: A Unified Approach to Risk Management

The Known, the Unknown, and the Unknowable in Financial Risk Management, 2010, p.74

2010

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A STATE-PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE

The Journal of finance (New York), 1973-09, Vol.28 (4), p.911-922

1973

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Crisis and Non-Crisis Risk in Financial Markets: A Unified Approach to Risk Management

SSRN Electronic Journal

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Central Bank Policy Impacts on the Distribution of State Prices for Future Interest Rates, 2003–2022

The Journal of fixed income, 2022-09, Vol.32 (2), p.64-92

2022

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An International Study of Tax Effects on Government Bonds

The Journal of finance (New York), 1984-03, Vol.39 (1), p.1-22

1984

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Testing Financial Market Equilibrium under Asymmetric Information

The Journal of political economy, 1992-04, Vol.100 (2), p.317-348

1992

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William F. Sharpe's Contributions to Financial Economics

The Scandinavian journal of economics, 1991-01, Vol.93 (1), p.37-46

Litzenberger, Robert H.

1991

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Some Observations on Capital Structure and the Impact of Recent Recapitalizations on Share Prices

Journal of financial and quantitative analysis, 1986-03, Vol.21 (1), p.59-71

Litzenberger, Robert H.

1986

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A Utility-Based Model of Common Stock Price Movements

The Journal of finance (New York), 1986-03, Vol.41 (1), p.67-92

1986

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Sharing rules and equilibrium in an international capital market under uncertainty

Journal of financial economics, 1976-06, Vol.3 (3), p.233-256

1976

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MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY

The Journal of finance (New York), 1975-12, Vol.30 (5), p.1213-1227

1975

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The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

The Journal of finance (New York), 1982-05, Vol.37 (2), p.429-443

1982

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Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium

The Journal of finance (New York), 1980-05, Vol.35 (2), p.469-482

1980

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Backwardation in Oil Futures Markets: Theory and Empirical Evidence

Consumption-Based Asset Pricing, Part 1: Classic Theory and Tests, Measurement Issues, and Limited Participation

Consumption-Based Asset Pricing, Part 2: Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters

Dividend announcements: Cash flow signalling vs. free cash flow hypothesis?

Empirical Tests of the Consumption-Oriented CAPM

Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class

Swaps: Plain and Fanciful

Announcement effects of new equity issues and the use of intraday price data

Determinants of interest rate swap spreads

Prices of State-Contingent Claims Implicit in Option Prices

SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS

The effect of personal taxes and dividends on capital asset prices: Theory and empirical evidence

Crisis and noncrisis Risk in Financial Markets: A Unified Approach to Risk Management

A STATE-PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE

Crisis and Non-Crisis Risk in Financial Markets: A Unified Approach to Risk Management

Central Bank Policy Impacts on the Distribution of State Prices for Future Interest Rates, 2003–2022

An International Study of Tax Effects on Government Bonds

Testing Financial Market Equilibrium under Asymmetric Information

William F. Sharpe's Contributions to Financial Economics

Some Observations on Capital Structure and the Impact of Recent Recapitalizations on Share Prices

A Utility-Based Model of Common Stock Price Movements

Sharing rules and equilibrium in an international capital market under uncertainty

MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY

The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium

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