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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

John C. Cox · Study

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John C. Cox

17 works· latest 2005· 5 institutionscluster: provisional

h-index17

i1017

Citations26,748

Works here17

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Most cited in this library

A Theory of the Term Structure of Interest Rates1985 · 8,333 citations
Option pricing: A simplified approach1979 · 6,103 citations
The valuation of options for alternative stochastic processes1976 · 2,935 citations
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS1976 · 2,383 citations
An Intertemporal General Equilibrium Model of Asset Prices1985 · 2,052 citations

Works

17 shown

A THEORY OF THE TERM STRUCTURE OF INTEREST RATES

WORLD SCIENTIFIC eBooks·2005·3 authors·chapter·Open access

153citations

On dynamic investment strategies

Journal of Economic Dynamics and Control·2000·2 authors

80citations

The Constant Elasticity of Variance Option Pricing Model

The Journal of Portfolio Management·1996·1 author

376citations

A continuous-time portfolio turnpike theorem

Journal of Economic Dynamics and Control·1992·2 authors

30citations

A variational problem arising in financial economics

Journal of Mathematical Economics·1991·2 authors

229citations

Optimal consumption and portfolio policies when asset prices follow a diffusion process

Journal of Economic Theory·1989·2 authors

1,613citations

A Theory of the Term Structure of Interest Rates

Econometrica

·1985

·3 authors

8,333citations

An Intertemporal General Equilibrium Model of Asset Prices

Econometrica·1985·3 authors

2,052citations

The relation between forward prices and futures prices

Journal of Financial Economics·1981·3 authors

740citations

A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates

The Journal of Finance·1981·3 authors

588citations

An Analysis of Variable Rate Loan Contracts

The Journal of Finance·1980·3 authors

277citations

Option pricing: A simplified approach

Journal of Financial Economics·1979·2 authors

6,103citations

Duration and the Measurement of Basis Risk

The Journal of Business·1979·3 authors

225citations

VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

The Journal of Finance·1976·2 authors·Open access

2,383citations

Valuing Corporate Securities: Some Effects of Bond Indenture Provisions

The Journal of Finance·1976·2 authors

461citations

A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY

The Journal of Finance·1976·2 authors

170citations

The valuation of options for alternative stochastic processes

Journal of Financial Economics·1976·2 authors

2,935citations