In Memoriam: Stephen A. Ross

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Notes

¹ John C. Cox and Stephen A. Ross, “A Survey of Some New Results in Financial Option Pricing Theory,” Journal of Finance, vol.31, no. 2 (May 1976): 383–402.

² Stephen A. Ross, Randolph W. Westerfield, and Bradford D. Jordan, Fundamentals of Corporate Finance (New York: McGraw-Hill/Irwin, 1991).

³ Philip H. Dybvig and Stephen A. Ross, “Arbitrage,” in Finance, edited by John Eatwell, Murray Milgate, and Peter Newman (London: Palgrave Macmillan, 1989): 57–71.

⁴ Stephen A. Ross, “The Arbitrage Theory of Capital Asset Pricing,” Journal of Economic Theory, vol. 13, no. 3 (December 1976): 341–360.

⁵ Stephen A. Ross, “Factors—Theory, Statistics, and Practice,” Journal of Portfolio Management, vol. 43, no. 5 (Special Issue 2017): 1–5.

⁶ Nai-Fu Chen, Richard Roll, and Stephen A. Ross, “Economic Forces and the Stock Market,” Journal of Business, vol. 59, no. 3 (July 1986): 383–403.

⁷ A skeptical view of the search for statistically based factors can be found in Campbell R. Harvey, Yan Liu, and Heqing Zhu, “. . . And the Cross-Section of Expected Returns,” Review of Financial Studies, vol.29, no. 1 (2016): 5–68.

⁸ Richard Roll and Stephen A. Ross, “The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning,” Financial Analysts Journal, vol.40, no. 3 (May/June 1984): 14–26.

⁹ John C. Cox and Stephen A. Ross, “The Valuation of Options for Alternative Stochastic Processes,” Journal of Financial Economics, vol.3, no. 1–2 (January–March 1976): 145–166.

¹⁰ John C. Cox, Stephen A. Ross, and Mark Rubinstein, “Option Pricing: A Simplified Approach,” Journal of Financial Economics, vol. 7, no. 3 (September 1979): 229–263.

¹¹ John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross, “A Theory of the Term Structure of Interest Rates,” Econometrica, vol.53, no. 2 (March 1985): 385–407.

¹² Steve Ross, “The Recovery Theorem,” Journal of Finance, vol. 70, no. 2 (April 2015): 615–648.

¹³ Stephen A. Ross, “The Economic Theory of Agency: The Principal’s Problem,” American Economic Review, vol. 62, no. 2 (May 1973): 134–139.