Jan Mossin

Jan Mossin

Jan Mossin (b. 1936 in Oslo – d. 1987) was a Norwegian economist. He graduated with a "siviløkonom" degree from the Norwegian School of Economics and Business Administration (NHH) in 1959. After a couple of years in business, he started his PhD studies in the Spring semester of 1962 at Carnegie Mellon University (then Carnegie Institute of Technology).

One of the papers in his doctoral dissertation was a very important contribution to the Capital Asset Pricing Model (CAPM). At Carnegie Mellon he was, among others, awarded the Alexander Henderson Award for 1968 for this contribution. If Jan Mossin had lived longer he would most likely had been a candidate for the Nobel Prize in Economics in 1990 together with Professors Sharpe and Lintner.

After he had finished his PhD he returned to NHH where he in 1968 was tenured professor. During his time at NHH Mossin was visiting professor at University of California, Berkeley (1969-70), New York University (1973-74), Columbia University (1976), University of Texas, Austin (1978-79) and University of Washington, Seattle (1983-84).

Mossin was elected fellow of the Econometric Society in 1973.

Partial bibliography

Articles

* "Wages, Profits and the Dynamics of Growth", "Quarterly Journal of Economics", 80, 1966, pp. 376-399.
* "Equilibrium in a Capital Asset Market", "Econometrica", 34, 1966, pp. 768-783.
* "On a Class of Optimal Stock Depletion Policies", "Management Science", 13, 1966, pp. 120-130.
* "The Shorter Work Week and the Labor Supply", (with Martin Bronfenbrenner) "Southern Economic Journal", 33, 1967, pp. 322-331.
* "Optimal Multiperiod Portfolio Policies", "Journal of Business", 41, 1968, pp. 215-229.
* "Aspects of Rational Insurance Purchasing", "Journal of Political Economy", 76, 1968, pp. 553-568.
* "Taxation and Risk Taking", "Economica", 36, 1968, pp. 74-82.
* "Merger Agreements: Some Game-Theoretic Considerations", "Journal of Business", 41, 1968, pp. 460-471.
* "Security Pricing and Investment Criteria in Competitive Markets", "American Economic Review", 59, 1969, pp. 749-756.

Books

* "Theory of Financial Markets", 1973, Prentice-Hall, ISBN 0139136991
* "The Economic Efficiency of Financial Markets", 1977, Lexington Books, ISBN 0669010049


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