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The Contributions of Stephen A. Ross to Financial Economics
Annual Review of Financial Economics ( IF 2.741 ) Pub Date : 2021-11-01 , DOI: 10.1146/annurev-financial-012921-053116
Stephen J. Brown 1, 2 , Philip H. Dybvig 3 , William N. Goetzmann 4 , Jonathan E. Ingersoll 4
Affiliation  

Stephen A. Ross was one of the most influential scholars in the field of financial economics in the late twentieth century. Ross's work was central to several novel domains of economic inquiry. His contributions included the arbitrage pricing theory (APT), the risk-neutral pricing of contingent claims, the binomial option pricing model, a theory of the term structure of interest rates, a seminal contribution to the economic theory of agency, and insights about conditioning biases in ex post performance measurement. In this article, we discuss his seminal papers and the broad scope of his curiosity within the arc of a remarkably productive and influential career that spanned five decades and yet ended sooner than most who knew him expected.

中文翻译:

Stephen A. Ross 对金融经济学的贡献

Stephen A. Ross 是二十世纪后期金融经济学领域最具影响力的学者之一。罗斯的工作是经济研究几个新领域的核心。他的贡献包括套利定价理论 (APT)、或有债权的风险中性定价、二项式期权定价模型、利率期限结构理论、对代理经济理论的开创性贡献,以及关于调节的见解事后绩效测量的偏差。在这篇文章中,我们讨论了他的开创性论文以及他在跨越 5 年的非凡的富有成效和影响力的职业生涯中的广泛好奇心,但比大多数认识他的人预期的要早结束。
更新日期:2021-11-01
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