Portfolio Insurance and Financial Market Equilibrium

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

THE DEMAND FOR RISKY ASSETS

1977 • 977 citations

The pricing of equity-linked life insurance policies with an asset value guarantee

1976 • 529 citations

Who Should Buy Portfolio Insurance?

1980 • 387 citations

IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

2005 • 370 citations

Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation

1982 • 366 citations

Optimal Portfolio Insurance

1981 • 189 citations

A Simple Econometric Approach for Utility‐Based Asset Pricing Models

1985 • 128 citations

Stocks, bonds, bills, and inflation : historical returns (1926-1987)

1989 • 97 citations

An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies

1987 • 1 citations