Risk aversion and asset prices

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

The equity premium: A puzzle

1985 • 5,686 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Temporal Resolution of Uncertainty and Dynamic Choice Theory

1978 • 1,849 citations

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

1983 • 1,611 citations

Stationary Ordinal Utility and Impatience

1960 • 1,494 citations

Nonexpected Utility in Macroeconomics

1990 • 1,019 citations

The Economics of Information and Uncertainty

1982 • 874 citations

Risk aversion with many commodities

1974 • 398 citations

Optimal growth with many consumers

1984 • 384 citations

Risk Aversion and the Martingale Property of Stock Prices

1973 • 360 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Asset Prices in a Production Economy

1982 • 281 citations

Capital Markets: Theory and Evidence

1972 • 229 citations

RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS

2005 • 179 citations

Recursive Competitive Equilibrium: The Case of Homogeneous Households

1980 • 155 citations

The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans

1985 • 109 citations

An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence

1979 • 92 citations

Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model

1984 • 70 citations

Comparative Dynamics and Risk Premia in an Overlapping Generations Model

1986 • 34 citations

Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework

1987 • 16 citations

Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis

1987 • 8 citations

Closed-Form Solutions to Dynamic Stochastic Choice Problems

1987 • 3 citations

Closed-Form Solutions to Dynamic Stochastic Choice Problems

1987 • 2 citations