Mark Rubinstein

University of California, Berkeley - Haas School of Business

Paul Stephens Professor of Applied Investment Analysis

545 Student Services Building, #1900

2220 Piedmont Avenue

Berkeley, CA 94720

United States

http://www.haas.berkeley.edu/finance/rubinste.html

SCHOLARLY PAPERS

13

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CITATIONS
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191

Scholarly Papers (13)

1.

Course Overview-Derivatives: Futures, Options and Dynamic Strategies

Number of pages: 2 Posted: 04 May 1999
Mark Rubinstein
University of California, Berkeley - Haas School of Business
Downloads 4,998 (1,341)

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Rational Markets: Yes or No? The Affirmative Case

University of California at Berkeley Working Paper
Number of pages: 26 Posted: 12 Oct 2000
Mark Rubinstein
University of California, Berkeley - Haas School of Business
Downloads 1,473 (10,679)
Citation 40

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Rational Markets: Yes or No? The Affirmative Case

Financial Analysts Journal, May-June 2001
Posted: 23 May 2001
Mark Rubinstein
University of California, Berkeley - Haas School of Business

Abstract:

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Rational markets, efficient markets

Rational Markets: Yes or No? The Affirmative Case

Financial Analysts Journal, Vol. 57, No. 3, May/June 2001
Posted: 31 Jul 2001
Mark Rubinstein
University of California, Berkeley - Haas School of Business

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3.

Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns

THE LEGACY OF FISHER BLACK, Bruce N. Lehmann, ed., Oxford University Press, 2004
Number of pages: 34 Posted: 18 Nov 2008
Mark Rubinstein and Jens Carsten Jackwerth
University of California, Berkeley - Haas School of Business and University of Konstanz - Department of Economics
Downloads 306 (91,560)
Citation 151

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4.

Bruno De Finetti and Mean-Variance Portfolio Selection

Journal of Investment Management, Vol. 4, No. 3, Third Quarter 2006
Posted: 03 Oct 2006
Mark Rubinstein
University of California, Berkeley - Haas School of Business

Abstract:

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Bruno de Finetti

5.

Great Moments in Financial Economics: IV - the Fundamental Theorem (Part Ii)

Journal of Investment Management, Vol. 4, No. 1, First Quarter 2006
Posted: 22 Apr 2006
Mark Rubinstein
University of California, Berkeley - Haas School of Business

Abstract:

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State-prices, complete markets, option pricing, Black-Scholes formula, fundamental theorem

6.

Great Moments in Financial Economics: IV. The Fundamental Theorem (Part I)

Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2005
Posted: 12 Oct 2005
Mark Rubinstein
University of California, Berkeley - Haas School of Business

Abstract:

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Probability, state-prices, arbitrage, complete markets

7.

Great Moments in Financial Economics: Iii. Short-Sales and Stock Prices

Journal of Investment Management, Vol. 2, No. 1, First Quarter 2004
Posted: 26 Jul 2004
Mark Rubinstein
University of California, Berkeley - Haas School of Business

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Short sales, heterogeneous beliefs

8.

Great Moments in Financial Economics: Ii. Modigliani-Miller Theorem

Journal Of Investment Management, Vol. 1, No. 2, Second Quarter 2003
Posted: 01 Apr 2004
Mark Rubinstein
University of California, Berkeley - Haas School of Business

Abstract:

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Modigliani-Miller Theorem

9.

Great Moments in Financial Economics: I. Present Value

Journal Of Investment Management, Vol. 1, No. 1, First Quarter 2003
Posted: 01 Apr 2004
Mark Rubinstein
University of California, Berkeley - Haas School of Business

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Present Value

10.

Derivatives Performance Attribution

Journal of Financial and Quantitative Analysis, March 2001
Posted: 11 Feb 2001
Mark Rubinstein
University of California, Berkeley - Haas School of Business

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11.

Implied Probability Distributions: Empirical Analysis

Posted: 10 Oct 1998
Mark Rubinstein and Jens Carsten Jackwerth
University of California, Berkeley - Haas School of Business and University of Konstanz - Department of Economics

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12.

On the Accounting Valuation of Employee Stock Options

JOURNAL OF DERIVATIVES, Fall 1995
Posted: 23 Aug 1998
Mark Rubinstein
University of California, Berkeley - Haas School of Business

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13.

Recovering Probability Distributions from Option Prices

J. OF FINANCE, Vol. 51 No. 5, December 1996
Posted: 24 Oct 1996
Mark Rubinstein and Jens Carsten Jackwerth
University of California, Berkeley - Haas School of Business and University of Konstanz - Department of Economics

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