Concepedia

Richard Bookstaber

RB

23

Publications

1K

Citations

20

H-Index

1981

Active since

Affiliations

Morgan Stanley (United States)(Current)

United States Department of the Treasury

Brigham Young University

Mitre (United States)

Richard Bookstaber is an author at Morgan Stanley (United States) specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementFinancial EngineeringFinancial EconomicsEconomicsAsset PricingOption PricingPortfolio ManagementFinancial Risk

Publications per year

1981–2017

23

Publications

23

A General Distribution for Describing Security Price Returns

Richard Bookstaber, James B. McDonald · The Journal of Business · 1987 · 172 citations

Large Deviations, Engineering, Mathematical Statistic +18

On the optimality of coarse behavior rules

Richard Bookstaber, Joseph Langsam · Journal of Theoretical Biology · 1985 · 86 citations

Mathematical Programming, Stochastic Game, Coarse Behavior Rules +5

Problems in Evaluating the Performance of Portfolios with Options

Richard Bookstaber, Roger Clarke · Financial Analysts Journal · 1985 · 75 citations

Mathematical Programming, Option Pricing, Portfolio Optimization +13

Option Portfolio Strategies: Measurement and Evaluation

Richard Bookstaber, Roger Clarke · The Journal of Business · 1984 · 68 citations

Option Pricing, Portfolio Optimization, Financial Economics +15

Using Agent-Based Models for Analyzing Threats to Financial Stability

Richard Bookstaber · SSRN Electronic Journal · 2012 · 54 citations · Full text

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