Capital Market Equilibrium with Personal Tax

The Pricing of Options and Corporate Liabilities

1973 • 29,036 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

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

The effect of personal taxes and dividends on capital asset prices

1979 • 1,248 citations

The effects of dividend yield and dividend policy on common stock prices and returns

1974 • 1,034 citations

Dividends and Taxes: Some Empirical Evidence

1982 • 684 citations

Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model

1975 • 438 citations

The effects of the capital gains tax on the selling and switching of common stock

1978 • 77 citations

Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing

1980 • 75 citations