Richard Stapleton

The University of Manchester - Division of Accounting and Finance

Crawford House

Oxford Road

Manchester M13 9PL

United Kingdom

http://rstapleton.com/

  • The University of Manchester - Division of Accounting and Finance

SCHOLARLY PAPERS

7

DOWNLOADS

946

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (7)

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1.

Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options

Number of pages: 32 Posted: 03 Aug 2004
Guenter Franke, James Huang and Richard Stapleton
University of Konstanz - Department of Economics, Lancaster University - Department of Accounting and Finance and The University of Manchester - Division of Accounting and Finance
Downloads 218 (270,165)
Citation 1

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2.

Non-Market Wealth, Background Risk and Portfolio Choice

Number of pages: 50 Posted: 06 Mar 2007
Guenter Franke, Harris Schlesinger and Richard Stapleton
University of Konstanz - Department of Economics, University of Alabama and The University of Manchester - Division of Accounting and Finance
Downloads 202 (290,046)

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Portfolio choice, Derived relative risk aversion, Additive background risk, Multiplicative background risk

3.

Risk-Taking-Neutral Background Risk

CESifo Working Paper Series No. 4070
Number of pages: 29 Posted: 30 Jan 2013
Guenter Franke, Harris Schlesinger and Richard Stapleton
University of Konstanz - Department of Economics, University of Alabama and The University of Manchester - Division of Accounting and Finance
Downloads 142 (392,960)
Citation 6

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background risk, HARA utility, income tax, portfolio choice, risk vulnerability

4.

The Choice between a Stock and a Corporate Bond: Risk Aversion or Downside Risk Aversion?

Number of pages: 13 Posted: 19 Dec 2012
James Huang and Richard Stapleton
Lancaster University - Department of Accounting and Finance and The University of Manchester - Division of Accounting and Finance
Downloads 126 (431,201)

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cautiousness, demand for corporate bonds, demand for stocks, downside risk aversion

5.

Cautiousness in the Small and in the Large

Number of pages: 27 Posted: 27 Oct 2012 Last Revised: 17 Dec 2012
James Huang and Richard Stapleton
Lancaster University - Department of Accounting and Finance and The University of Manchester - Division of Accounting and Finance
Downloads 95 (528,477)
Citation 4

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cautiousness, convex transformation of random variables, demand for options, downside risk aversion, strong increases in skewness

6.

Background Risk and Trading in a Full-Information Rational Expectations Economy

NYU Working Paper No. 2451/31419
Number of pages: 33 Posted: 08 Sep 2009
Richard Stapleton, Marti G. Subrahmanyam and Qi Zeng
The University of Manchester - Division of Accounting and Finance, New York University (NYU) - Leonard N. Stern School of Business and University of Melbourne - Department of Finance
Downloads 88 (554,492)

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7.

Cautiousness and Skewness Preferences in a More General Context

Number of pages: 19 Posted: 18 Dec 2012 Last Revised: 23 Dec 2012
Richard Stapleton and James Huang
The University of Manchester - Division of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Downloads 75 (608,732)

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cautiousness, convex transformation of random variables, downside risk aversion, strong increases in skewness