On dynamic investment strategies
Data up to Jan 2025
Total Citations Per Year
Abstract
References (17)
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
Option pricing: A simplified approach
1979 • 6,128 citations
Optimum consumption and portfolio rules in a continuous-time model
1971 • 6,065 citations
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
1969 • 5,148 citations
Martingales and arbitrage in multiperiod securities markets
1979 • 3,734 citations
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
1975 • 1,863 citations
Lifetime Portfolio Selection By Dynamic Stochastic Programming
1969 • 1,665 citations
Who Should Buy Portfolio Insurance?
1980 • 387 citations
OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.
1975 • 383 citations
Mutual fund separation in financial theory—The separating distributions
1978 • 359 citations
Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
1970 • 346 citations
Optimal Savings Under Uncertainty
1969 • 345 citations
The Accumulation of Risky Capital: A Sequential Utility Analysis
1962 • 164 citations
THE ACCUMULATION OF RISKY CAPITAL: A SEQUENTIAL UTILITY ANALYSIS
1980 • 135 citations
On the random walk and Brownian motion
1962 • 63 citations
Optimal Stopping in the Stock Market
1974 • 17 citations
A Stochastic Calculus Model of Continuous Trading: Complete Markets
1981 • 3 citations