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Robert Litzenberger information


Robert Litzenberger
Born
Robert Litzenberger

1943
New York, New York, U.S.
Occupation(s)Professor, Investment banker
Children3

Robert Litzenberger is Professor Emeritus at the Wharton School of the University of Pennsylvania. He is best known for establishing the use of state prices in financial economics. [1]

  1. ^ Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option Prices". Journal of Business. 51 (4): 621–651. doi:10.1086/296025. JSTOR 2352653. S2CID 153841737.

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Robert Litzenberger is Professor Emeritus at the Wharton School of the University of Pennsylvania. He is best known for establishing the use of state...

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International Association for Quantitative Finance

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Professor of Political Science; author of Trapped in the War on Terror Robert Litzenberger: professor emeritus at Wharton Jerre Mangione: novelist and scholar...

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Robert Francis Cekuta (born 1954) is a career Foreign Service Officer, and served as U.S. Ambassador to Azerbaijan from February 2015 through March 2018...

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1961 Stanley Cup Finals

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either team. The 1961 Stanley Cup was presented to Black Hawks captain Ed Litzenberger by NHL President Clarence Campbell following the Black Hawks 5–1 win...

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State prices

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University Press. pp. 103–. ISBN 978-0-521-58424-1. Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option...

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Coskewness

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to skewness as covariance is related to variance. In 1976, Krauss and Litzenberger used it to examine risk in stock market investments. The application...

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Hyperbolic absolute risk aversion

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2 (2): 122–160. doi:10.1016/0022-0531(70)90002-5. Huang, Chi-fu; Litzenberger, Robert H. (1988). Foundations of Financial Economics. New York: North-Holland...

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Rocky Mountain locust

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doi:10.5479/si.00963801.20-1124.1. and references therein Chapco, W.; Litzenberger, G. (March 2004). "A DNA investigation into the mysterious disappearance...

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Capital asset pricing model

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and insight | Wealth Management | Barclays" (PDF). Kraus, Alan; Litzenberger, Robert H. (1976). "Skewness Preference and the Valuation of Risk Assets"...

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Mutual fund separation theorem

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(2): 122–160. doi:10.1016/0022-0531(70)90002-5. Huang, Chi-fu, and Robert H. Litzenberger, Foundations for Financial Economics, North-Holland, 1988. Çanakoğlu...

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Douglas Breeden

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Douglas Breeden, fuqua.duke.edu dougbreeden.net Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option...

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Michael Lok

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Williamson 1914, p. 59. Sutton 2005, p. 390. Lowe 2004. Carter 2004. Litzenberger 2004. Sutton 2005, pp. 392–4. Joan North (c.1498-1556), A Who’s Who of...

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Financial economics

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147–161. doi:10.2307/1907539. JSTOR 1907539. Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option...

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Victorian morality

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(2014). Business Law. Routledge. p. 548. ISBN 9781317935124. C. J. Litzenberger; Eileen Groth Lyon (2006). The Human Tradition in Modern Britain. Rowman...

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Regina Pats

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Brian Lavender Jim Leavins Bill LeCaine Gary Leeman Jake Leschyshyn Ed Litzenberger Reed Low Len Lunde Brett Lysak Kim MacDougall Al MacInnis Josh Mahura...

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Michael Beaudry

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Pete Hecomovich (1941–1942) Dan Davidoff (1942) Dick Nelson (1945) Phil Litzenberger (1945) Bill Williams (1946–1947) Jim Hammond (1946–1949) Russ Moffett...

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Tewkesbury

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org.uk/history/ Archived 23 January 2021 at the Wayback Machine C. J. Litzenberger, ed. Tewkesbury Churchwardens' Accounts, 1563-1624 (Stroud, Gloucester:...

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Jake Luton

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Retrieved January 23, 2023. Boyle, John (September 28, 2021). "Seahawks Sign DT Robert Nkemdiche; Waive QB Jake Luton". Seahawks.com. Retrieved January 23, 2023...

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List of Toronto Maple Leafs players

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4 4 — — — — — Linseman, Ken  Canada C 1991–1992 2 0 0 0 2 — — — — — Litzenberger, Ed†  Canada C/RW 1961–1964 114 17 23 40 24 20 1 4 5 20 SC 1962–1964...

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List of Middlebury College alumni

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– United States consul to the Kingdom of Hawaii (1845–1850) Earle D. Litzenberger 1979 - Former US ambassador to Azerbaijan (2019 - 2022) Kimberly Breier...

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Victorian era

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et al. (2014). Business Law. Routledge. p. 548. ISBN 9781317935124. Litzenberger, C. J.; Eileen Groth Lyon (2006). The Human Tradition in Modern Britain...

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New England Law Boston

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Protections For Women". Take the Lead. New York, NY: Gloria Feldt, Amy Litzenberger. "Rhode Island Former Attorneys General - NAAG". National Association...

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