Details about Michael Rothschild

Access statistics for papers by Michael Rothschild.

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Short-id: pro48

Working Papers

1992

1. Some Simple Analytics of the Pricing of Higher Education
   Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics

1991

2. The University in the Marketplace: Some Insights and Some Puzzles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Chapter The University in the Marketplace: Some Insights and Some Puzzles, NBER Chapters, National Bureau of Economic Research, Inc (1993) View citations (15) (1993)

1988

3. Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article Asset pricing with a factor-arch covariance structure: Empirical estimates for treasury bills, Journal of Econometrics, Elsevier (1990) View citations (382) (1990)

1986

4. Monopolistic Competition and Preference Diversity
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (2)

1985

5. Asset Pricing Theories
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (5)
6. Notes on the Effect of Capital Gains Taxation on Non-Austrian Assets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

1983

7. Variable Earnings and Nonlinear Taxation
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Variable Earnings and Nonlinear Taxation, Journal of Human Resources, University of Wisconsin Press (1987) View citations (2) (1987)

1982

8. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
   Also in Scholarly Articles, Harvard University Department of Economics (1982) View citations (28)
   See also Journal Article Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets, Econometrica, Econometric Society (1983) View citations (728) (1983)
9. Information Processing and Jury Decisionmaking
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
   See also Journal Article Information processing and jury decisionmaking, Journal of Public Economics, Elsevier (1984) View citations (27) (1984)
10. Stochastic Capital Theory I. Comparative Statics
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (2)

1981

11. Arbitrage and Mean-Variance Analysis on Large Asset Markets
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (4)
12. Capital Gains Taxation in an Economy with an "Austrian Sector"
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article Capital gains taxation in an economy with an `Austrian sector', Journal of Public Economics, Elsevier (1983) View citations (7) (1983)

1978

13. A Model of the Jury Decision Process
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1972

14. Some Further Results on the Measurement of Inequality
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article Some further results on the measurement of inequality, Journal of Economic Theory, Elsevier (1973) View citations (110) (1973)

1969

15. Increasing Risk: A Definition and Its Economic Consequences
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)

Journal Articles

1997

1. Competition and Insurance Twenty Years Later
   The Geneva Risk and Insurance Review, 1997, 22, (2), 73-79 View citations (13)
2. Introduction
   Journal of Economics & Management Strategy, 1997, 6, (3), 425-430

1995

3. The Analytics of the Pricing of Higher Education and Other Services in Which the Customers Are Inputs
   Journal of Political Economy, 1995, 103, (3), 573-86 View citations (168)

1992

4. A multi-dynamic-factor model for stock returns
   Journal of Econometrics, 1992, 52, (1-2), 245-266 View citations (106)

1990

5. Asset pricing with a factor-arch covariance structure: Empirical estimates for treasury bills
   Journal of Econometrics, 1990, 45, (1-2), 213-237 View citations (382)
   See also Working Paper Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills, NBER Technical Working Papers (1988) View citations (7) (1988)

1987

6. Variable Earnings and Nonlinear Taxation
   Journal of Human Resources, 1987, 22, (3), 405-421 View citations (2)
   See also Working Paper Variable Earnings and Nonlinear Taxation, NBER Working Papers (1983) (1983)

1984

7. Information processing and jury decisionmaking
   Journal of Public Economics, 1984, 23, (3), 245-278 View citations (27)
   See also Working Paper Information Processing and Jury Decisionmaking, Cowles Foundation Discussion Papers (1982) View citations (1) (1982)

1983

8. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
   Econometrica, 1983, 51, (5), 1281-304 View citations (728)
   See also Working Paper Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets, NBER Working Papers (1982) View citations (30) (1982)
9. Capital gains taxation in an economy with an `Austrian sector'
   Journal of Public Economics, 1983, 21, (2), 215-256 View citations (7)
   See also Working Paper Capital Gains Taxation in an Economy with an "Austrian Sector", NBER Working Papers (1981) View citations (5) (1981)

1982

10. A model of employment outcomes illustrating the effect of the structure of information on the level and distribution of income
    Economics Letters, 1982, 10, (3-4), 231-236 View citations (32)
11. A note on partially observed Markov systems
    Economics Letters, 1982, 10, (3-4), 207-209

1981

12. A note on the probability of casting a decisive vote
    Journal of Economic Theory, 1981, 25, (1), 152-162 View citations (71)

1979

13. Returns to Scale From Random Factor Services: Existence and Scope
    Bell Journal of Economics, 1979, 10, (1), 329-335 View citations (4)

1975

14. On the allocation of effort
    Journal of Economic Theory, 1975, 10, (3), 358-376 View citations (57)

1974

15. A two-armed bandit theory of market pricing
    Journal of Economic Theory, 1974, 9, (2), 185-202 View citations (249)
16. Searching for the Lowest Price When the Distribution of Prices Is Unknown
    Journal of Political Economy, 1974, 82, (4), 689-711 View citations (189)
17. Towards an Economic Theory of Replacement Investment
    Econometrica, 1974, 42, (3), 393-423 View citations (71)

1973

18. Models of Market Organization with Imperfect Information: A Survey
    Journal of Political Economy, 1973, 81, (6), 1283-1308 View citations (96)
19. Some further results on the measurement of inequality
    Journal of Economic Theory, 1973, 6, (2), 188-204 View citations (110)
    See also Working Paper Some Further Results on the Measurement of Inequality, Cowles Foundation Discussion Papers (1972) (1972)

1972

20. Addendum to "increasing risk: I. A definition"
    Journal of Economic Theory, 1972, 5, (2), 306-306 View citations (10)
21. Testing the Assumptions of Production Theory: A Nonparametric Approach
    Journal of Political Economy, 1972, 80, (2), 256-75 View citations (145)

1971

22. Increasing risk II: Its economic consequences
    Journal of Economic Theory, 1971, 3, (1), 66-84 View citations (418)

1970

23. Increasing risk: I. A definition
    Journal of Economic Theory, 1970, 2, (3), 225-243 View citations (1664)

Books

1993

1. Studies of Supply and Demand in Higher Education
   NBER Books, National Bureau of Economic Research, Inc View citations (65)

Edited books

1993

1. Studies of Supply and Demand in Higher Education
   National Bureau of Economic Research Books, University of Chicago Press View citations (35)

Chapters

1994

1. Search
   Chapter 27 in Handbook of Game Theory with Economic Applications, 1994, vol. 2, pp 905-927 View citations (1)

1993

2. Introduction to "Studies of Supply and Demand in Higher Education"
   A chapter in Studies of Supply and Demand in Higher Education, 1993, pp 1-10 View citations (10)
3. The University in the Marketplace: Some Insights and Some Puzzles
   A chapter in Studies of Supply and Demand in Higher Education, 1993, pp 11-42 View citations (15)
   See also Working Paper The University in the Marketplace: Some Insights and Some Puzzles, National Bureau of Economic Research, Inc (1991) View citations (4) (1991)

1974

4. Searching for the Lowest Price When the Distribution of Prices Is Unknown: A Summary
   A chapter in Annals of Economic and Social Measurement, Volume 3, number 1, 1974, pp 293-294 View citations (169)