Major Works of Stephen A. Ross

• "A Fisherian Approach to Trade, Capital Movements and Tariffs", with M. Connolly, 1970, AER
• "The Economic Theory of Agency: the principal's problem", 1973, AER
• "Portfolio Turnpike Theorems for Constant Policies", 1974, J Financial Econ
• "Pricing and Timing Decisions in Oligopoly Industries", with M.L. Wachter, 1975, QJE
• "Uncertainty and the Heterogeneous Capital Goods Model", 1975, RES
• "Return, Risk and Arbitrage", 1976, in Friend and Bicksler, editors, Risk and Return in Finance.
• "The Arbitrage Theory of Capital Asset Pricing", 1976, JET
• "Options and Efficiency", 1976, QJE
• "The Valuation of Options for Alternative Stochastic Processes", with J.C. Cox, 1976, J of Financial Econ
• "A Survey of Some New Results in Financial Option Pricing Theory", with J.C. Cox, 1976, J of Finance
• "The Determination of Financial Structure: The incentive signalling approach", 1977, Bell JE
• "The Capital Asset Pricing Model (CAPM), Short Sale Restrictions and Related Issues", 1977, J of Finance
• "Mutual Fund Separation in Financial Theory: the separating distributions", 1978, JET
• "A Simple Approach to the Valuation of Risky Streams", 1978, J of Business
• "Option Pricing: a simplified approach", with J.C. Cox and M. Rubinstein, 1979, J of Financial Econ
• "An Empirical Investigation of the Arbitrage Pricing Theory", with R. Roll, 1980, J of Finance
• "Portfolio Efficient Sets", with P.H. Dybvig, 1982, Econometrica
• "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory", with R. Roll, 1984, J of Finance.
• "A Theory of the Term Structure of Interest Rates", with J.C. Cox and J. Ingersoll, 1985, Econometrica
• "An Intertemporal General Equilibrium Model of Asset Prices", with J.C. Cox and J. Ingersoll, 1985, Econometrica
• "Yes, the APT is Testable", with P.H. Dybvig, 1985, J of Finance
• "Economic Forces and the Stock Market", with N. Chen and R. Roll, 1986, J of Business <
• "The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning", with R. Roll, 1987, Financial Analyst's Handbook

• HET Pages: Arbitrage and Equilibrium, Pricing by Arbitrage, Completing Markets by Options, Stronger Risk-Aversion Measurement

Resources on Stephen Ross

• Stephen A. Ross's faculty profile at MIT Sloan.
• "Passing the Chair: Ross and Modiglani" 1999, Return on Investment
• "APT Inventor Ross Puts Practice Into Theory", MIT Sloan News, 1999
• Ross's CVI
• Ross papers at SSRN
• Wikipedia