• “Multidimensional Security Pricing,” Journal of Financial and Quantitative Analysis, December 1975, v. 10, pp. 785–798.
• “A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent Claims Analysis,” Journal of Financial Economics, Jan Mar 1976, v. 3, pp. 83–123.
• “Using the Black Scholes Option Model in Investment Decision Making: Designing a Convertible Preferred Issue,” Proceedings: Seminar on the Analysis of Security Prices, CRSP, May 1976.
• “A Contingent Claims Valuation of Convertible Securities,” Journal of Financial Economics, May 1977, v. 4, pp. 289–321.
• “An Examination of Corporate Call Policies on Convertible Securities,” Journal of Finance, May 1977, v. 32, pp. 463–478.
• “Duration Forty Years Later,” (with J. Skelton and R. Weil) Journal of Financial and Quantitative Analysis, November 1978, v. pp. 627–648.
• “Duration and the Measurement of Basis Risk,” (with J. Cox and S. Ross) Journal of Business, January 1979, v. 52 pp. 51–61.
• “An Analysis of Variable Rate Loan Contracts,” (with J. Cox and S. Ross) Journal of Finance, May 1980, v. 35, pp. 389–403.
• “A Re examination of Traditional Hypotheses About the Term Structure of Interest Rates,” (with J. Cox and S. Ross) Journal of Finance, September 1981, v. 36, 769–799.
• “The Relation Between Forward Prices and Futures Prices,” (with J. Cox and S. Ross) Journal of Financial Economics, December 1981, v. 9, pp. 321–346.
• “Mean Variance Theory in Complete Markets,” (with P. Dybvig), Journal of Business, April 1982, v. 55, pp. 233–251.
• “Is Immunization Feasible? Evidence from the CRSP Data,” Innovations in Bond Portfolio Management: Immunization and Duration Analysis, JAI Press, 1983.
• “Exact Pricing in Linear Factor Models with Finitely Many Assets,” (with N. Chen) Journal of Finance, June 1983, v. 38, pp. 985–988.
• “Some Results in the Theory of Arbitrage Pricing,” Journal of Finance, September 1984, v. 39, pp. 1021–1039.
• “Optimal Bond Trading with Personal Tax” (with G. Constanti¬nides) Journal of Financial Economics, September 1984, v. 13, pp. 299–335.
• “An Intertemporal General Equilibrium Model of Asset Prices,” (with J. Cox and S. Ross) Econometrica, March 1985, v. 53, pp. 363–384.
• “A Theory of the Term Structure of Interest Rates,” (with J. Cox and S. Ross) Econometrica, March 1985, v. 53, pp. 385–407.
• “Investment and Uncertainty: Waiting to Invest,” (with S. Ross) Journal of Business, January 1992, v. 65, pp. 1–29.
• “Optimal Consumption and Portfolio Rules with Intertemporally Dependent Utility of Consumption,” Journal of Economic Dynamics and Control, 1992 v. 16, 681–712.
• “Long Forward Rates Can Never Fall,” (with P. Dybvig and S. Ross) Journal of Business, 1996 v. 69 pp. 1–25.
• Valuing Foreign Exchange Options with a Bounded Exchange Rate Process,” Review of Derivatives Research, v. 1 pp. 159–181
• “An Approximation for Valuing American Puts and Other Financial Derivatives Using Barrier Options,” Journal of Computational Finance, 1998. v. 2 pp. 85–112.
• “Digital Contracts: Simple Tools for Pricing Complex Derivatives,” Journal of Business 2000 v. 73 n. 1. pp. 67-88.
• “Monthly Measurement of Daily Timers,” (with William Goetzmann and Zoran Ivkovich) Journal of Financial and Quantitative Analysis, v. 35 pp 257–290.
• “High Water Marks” (with William Goetzmann and Steve Ross) Journal of Finance, July 2003
• “The Subjective and Objective Evaluation of Executive Stock Options” Journal of Business, March 2006
• “Valuing Reload Options” Review of Derivatives Research v9 pp 67-105 2006.
• “Portfolio Performance Manipulation and Manipulation-Proof Performance Measures” (w/ William Goetzmann, Matt Spiegel, and Ivo Welch) Review of Financial Studies Sept 2007.
• “Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note” European Financial Management 2008: v.14
• “Modeling a Presidential Prediction Market” (w/ Keith Chen and Ed Kaplan) Management Science v. 54 n 8, pp 1381-1394 Aug 2008
• “Positive Interest Rates and Yields: Additional Serious Considerations” in Advances in Quantitative Analysis of Finance and Accounting. 2010

Working papers (on SSRN)

• “Time-Additive Consumption-Wealth Utility”
• “Cumulative Prospect Theory and the Representative Investor”
• “Realization Utility with Reference-Dependent Preferences”