Concepedia

Herb Johnson

HJ

23

Publications

4.5K

Citations

20

H-Index

1983

Active since

Affiliations

University of California, Riverside(Current)

University of California, Davis

University of Tulsa

Herb Johnson is an author at University of California, Riverside specializing in business, asset pricing, and finance.

Top concepts

BusinessAsset PricingFinanceOption PricingEconomicsFinancial EconomicsManagementEconomic AnalysisStock PricesEmpirical Finance

Publications per year

1983–2010

23

Publications

23

The American Put Option Valued Analytically

Robert Geske, Herb Johnson · The Journal of Finance · 1984 · 694 citations

Option Pricing, Asset Pricing, Derivative Pricing +8

An analysis of secured debt

René M. Stulz, Herb Johnson · Journal of Financial Economics · 1985 · 679 citations

Secured Debt, Management, Loans +8

Options on the Maximum or the Minimum of Several Assets

Herb Johnson · Journal of Financial and Quantitative Analysis · 1987 · 408 citations

Scholes Equation, Portfolio Choice, Financial Mathematics +16

Option Pricing when the Variance is Changing

Herb Johnson, David F. Shanno · Journal of Financial and Quantitative Analysis · 1987 · 384 citations

Stochastic Simulation, Volatility Modeling, Option Pricing +13

Changes in the Standard and Poor's 500 List

Upinder S. Dhillon, Herb Johnson · The Journal of Business · 1991 · 369 citations

Empirical Finance, L. Harris, Economics +14

Rows per page

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