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John Carrington Cox

Affiliations: 
Management Massachusetts Institute of Technology, Cambridge, MA, United States 
Area:
corporate finance, finance theory, portfolio management
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"John Carrington Cox"
Bio:

https://www.worldcat.org/oclc/249167276
https://pdfs.semanticscholar.org/7e01/e5a32322d71a99539e6ae7823f724d421659.pdf
https://www.jstor.org/stable/2326609

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Parents

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Stephen Alan Ross grad student 1975 Penn
 (The value of financial claims.)

Children

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Neil D. Pearson grad student 1990 MIT (MathTree)

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Publications

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Cox JC, Junior JEI, Ross SA. (2007) Teoria da estrutura a termo das taxas de juros Rae-Revista De Administracao De Empresas. 47: 86-102
Cox JC, Leland HE. (2000) On dynamic investment strategies Journal of Economic Dynamics and Control. 24: 1859-1880
Cox JC. (1996) The Constant Elasticity of Variance Option Pricing Model The Journal of Portfolio Management. 23: 15-17
Cox JC, Huang C. (1992) A continuous-time portfolio turnpike theorem Journal of Economic Dynamics and Control. 16: 491-507
Cox JC, Huang C. (1991) A variational problem arising in financial economics Journal of Mathematical Economics. 20: 465-487
Cox JC, Huang C. (1989) Optimal consumption and portfolio policies when asset prices follow a diffusion process Journal of Economic Theory. 49: 33-83
Cox JC, Ingersoll JE, Ross SA. (1985) A Theory of the Term Structure of Interest Rates. Econometrica. 53: 385-407
Cox JC, Ingersoll JE, Ross SA. (1985) An Intertemporal General Equilibrium Model Of Asset Prices Econometrica. 53: 363-384
Cox JC, Ingersoll JE, Ross SA. (1981) A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates Journal of Finance. 36: 769-799
Cox JC, Ingersoll JE, Ross SA. (1981) The relation between forward prices and futures prices Journal of Financial Economics. 9: 321-346
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