Mark Rubinstein - Concepedia

Author

Mark Rubinstein

United States Naval Research Laboratory

Also Known As

M Rubinstein, M. Rubinstein, MARK RUBINSTEIN, Mark E. Rubinstein, Mark E. Rubinstein, Mark Rubinstein

230

Publications

20.5K

Citations

H-Index

145

Concepts

All Affiliations

United States Naval Research Laboratory University of California, Berkeley National Institute of Standards and Technology

About

Mark Rubinstein is an author at United States Naval Research Laboratory specializing in business, finance, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	30	39	15.8K
2	Engineering	27	46	5.4K
3	Natural Sciences	20	26	1.2K
4	Management	13	13	1.3K
5	Law	1	1	13

Mark Rubinstein

Publications

18K

Citations

H-Index

Page 1

	Year	Citations
Option pricing: A simplified approach John C. Cox, Stephen A. Ross, Mark Rubinstein Journal of Financial Economics Mathematical ProgrammingOption PricingAsset PricingForeign Exchange OptionDerivative Pricing	1979	6.1K
Implied Binomial Trees Mark Rubinstein The Journal of Finance Bayesian Decision TheoryEngineeringBayesian EconometricsFinancial MathematicsState‐contingent Prices	1994	1.7K
The Valuation of Uncertain Income Streams and the Pricing of Options Mark Rubinstein The Bell Journal of Economics EconomicsOption PricingFinancial EconomicsAsset PricingBlack-scholes Model	1976	1.7K
Recovering Probability Distributions from Option Prices Jens Carsten Jackwerth, Mark Rubinstein The Journal of Finance Option PricingPortfolio OptimizationFinancial EconomicsAsset PricingEngineering	1996	1.1K
Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978 Mark Rubinstein The Journal of Finance Empirical FinanceVolatility ModelingParametric Statistical TestsAugust 23Asset Pricing	1985	636
A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY Mark Rubinstein The Journal of Finance Financial EconomicsBusinessFinancial PerspectiveFinanceFinancial Modeling	1973	522
An aggregation theorem for securities markets Mark Rubinstein Journal of Financial Economics Financial EconomicsAsset PricingBusinessAggregation TheoremFinancial Mathematics	1974	492
The Fundamental Theorem of Parameter-Preference Security Valuation Mark Rubinstein Journal of Financial and Quantitative Analysis EngineeringHomogeneous Subjective ProbabilitiesRevealed PreferenceCubic UtilityPortfolio Choice	1973	465
Markowitz's “Portfolio Selection”: A Fifty‐Year Retrospective Mark Rubinstein The Journal of Finance Mathematical EconomicsEconomicsFinancial EconomicsAsset PricingPortfolio Selection	2002	355
Recovering Probability Distributions from Option Prices Jens Carsten Jackwerth, Mark Rubinstein The Journal of Finance Option PricingPortfolio OptimizationEngineeringAsset PricingEuropean Options	1996	345

Page 1