Stephen J. Brown

Stephen J. Brown is David S. Loeb Professor of Finance at the Leonard N. Stern School of Business, New York University. In 2009, Brown was given the Graham and Dodd Award as a co-author of Estimating Operational Risk for Hedge Funds: The ω-Score.

Papers
Brown's most cited papers from 1990 onward follow, ranked from most to least cited.

Books

 * Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann, (2009) Modern Portfolio Theory and Investment Analysis, Wiley; 8th edition, 752 pp. ISBN 978-0470388327
 * Stephen J. Brown and David Sumner Sibley, (1986) The Theory of Public Utility Pricing, Cambridge University Press, 268 pp. ISBN 978-0521314008