Citation Impact
Citing Papers
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Valuing American Options by Simulation: A Simple Least-Squares Approach
2001 Standout
A Simple Nonparametric Approach to Derivative Security Valuation
1996
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS
1976 StandoutNobel
Robust control of forward-looking models
2003 StandoutNobel
Dividends and Expropriation
2001 Standout
Lotteries, Sunspots, and Incentive Constraints
2002 StandoutNobel
Optimization Problems in the Theory of Continuous Trading
1989
Backward-Forward Stochastic Differential Equations
1993
The dynamics of efficient asset trading with heterogeneous beliefs
2010
A Model of Intertemporal Asset Prices Under Asymmetric Information
1993
An introduction to general equilibrium with incomplete asset markets
1990
Disagreement, tastes, and asset prices
2006 StandoutNobel
Systemic Risk in Financial Systems
2001 Standout
Variance as a Leading Indicator of Regime Shift in Ecosystem Services
2006
Macroeconomic Aspects of Social Security Reform
1997 StandoutNobel
The real term structure and consumption growth
1988
Equilibrium pricing and portfolio composition in the presence of uncertain parameters
1988
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
2007 Standout
Adaptation to Environmental Change: Contributions of a Resilience Framework
2007 Standout
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
2002 StandoutNobel
Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
2001
Liquidity Risk and Expected Stock Returns
2003 Standout
A YIELD‐FACTOR MODEL OF INTEREST RATES
1996 Standout
Asset Pricing with Heterogeneous Beliefs
2003
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY
2001
Transform Analysis and Asset Pricing for Affine Jump-diffusions
2000 Standout
Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility
1997
On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
1993 StandoutNobel
Stock Market Fundamentals and Heterogeneity of Beliefs: Tests Based on a Decomposition of Returns and Volatility
2002
Investor Psychology and Asset Pricing
2001 Standout
Systemic credit freezes in financial lending networks
2020 StandoutNobel
Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors
1996 StandoutNobel
International Accounting Standards and Accounting Quality
2008 Standout
The market price of risk and the equity premium: A legacy of the Great Depression?
2008 StandoutNobel
A Model of Competitive Stock Trading Volume
1994
Accounting Information, Disclosure, and the Cost of Capital
2007 Standout
Robustness and ambiguity in continuous time
2011 StandoutNobel
Stock price volatility and equity premium
2001
Robustness of sunspot equilibria
1997
A general version of the fundamental theorem of asset pricing
1994
Multifrequency news and stock returns☆
2007
An Engine, Not a Camera
2006 Standout
A climate stress-test of the financial system
2017 Standout
Numerical Valuation of High Dimensional Multivariate American Securities
1995
Rational Prepayment and the Valuation of Mortgage-Backed Securities
1995
How Does Information Quality Affect Stock Returns?
2000
Pricing continuously resettled contingent claims
1992
Fragile beliefs and the price of uncertainty
2010 StandoutNobel
Doubts or variability?
2009 StandoutNobel
Pricing Derivatives on Financial Securities Subject to Credit Risk
1995 Standout
Risk-Price Dynamics
2010 StandoutNobel
Asset Pricing with Stochastic Differential Utility
1992
A Simple Approximate Long-Memory Model of Realized Volatility
2008 Standout
Robust control and model misspecification
2006 StandoutNobel
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
2003 StandoutNobel
Securitisation and Financial Stability
2009 Standout
Portfolio Turnpikes
1999 StandoutNobel
Pricing Interest-Rate-Derivative Securities
1990
Modeling Term Structures of Defaultable Bonds
1999 Standout
Robust hidden Markov LQG problems
2010 StandoutNobel
Robustness and Pricing with Uncertain Growth
2002 StandoutNobel
Learning, Asset‐Pricing Tests, and Market Efficiency
2002
The Term Structure of Interest Rates in a Partially Observable Economy
1989
The Significance of the Market Portfolio
2000 StandoutNobel
Diverse Beliefs, Survival and the Market Price of Risk
2009 StandoutNobel
Acknowledging Misspecification in Macroeconomic Theory
2001 StandoutNobel
Introduction to Sunspots and Lotteries
2002 StandoutNobel
A direct discrete-time approach to Poisson–Gaussian bond option pricing in the Heath–Jarrow–Morton model
1998
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system
2005 StandoutNobel
Information and the Cost of Capital
2004 Standout
An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate
1992 Standout
Dynamic Asset Pricing Theory.
1993 Standout
The economic implications of corporate financial reporting
2005 Standout
Systemic Risk and Stability in Financial Networks
2015 StandoutNobel
Household Finance
2006 Standout
Works of Michael U. Dothan being referenced
Prices in Financial Markets.
1991
Security Markets: Stochastic Models.
1989
Prices in Financial Markets.
1992
Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy
1986
Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy
1986