Richard Stapleton

University of Manchester - Division of Accounting and Finance

Crawford House

Oxford Road

Manchester M13 9PL

United Kingdom

http://rstapleton.com/

SCHOLARLY PAPERS

7

DOWNLOADS

564

CITATIONS
Rank 25,522

SSRN RANKINGS

Top 25,522

in Total Papers Citations

10

Scholarly Papers (7)

1.

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

EFA 2004 Maastricht Meetings Paper No. 3598
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 University of Manchester - Division of Accounting and Finance
Downloads 168 (147,221)
Citation 5

Abstract:

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 University of Manchester - Division of Accounting and Finance
Downloads 121 (193,370)

Abstract:

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 University of Manchester - Division of Accounting and Finance
Downloads 59 (275,785)
Citation 1

Abstract:

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

4.

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 University of Manchester - Division of Accounting and Finance
Downloads 56 (298,770)
Citation 4

Abstract:

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

5.

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 University of Manchester - Division of Accounting and Finance
Downloads 46 (301,240)

Abstract:

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

6.

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
University of Manchester - Division of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Downloads 35 (356,204)

Abstract:

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

7.

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
University of Manchester - Division of Accounting and Finance, New York University - Stern School of Business and University of Melbourne - Department of Finance
Downloads 29 (388,593)

Abstract: