Strategic asset allocation
Data up to Jan 2025
Total Citations Per Year
Abstract
References (27)
Optimum consumption and portfolio rules in a continuous-time model
1971 • 6,065 citations
Essays in the Theory of Risk-Bearing.
1972 • 4,221 citations
Dividend yields and expected stock returns
1988 • 3,736 citations
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
1988 • 3,689 citations
Value and Capital
1939 • 3,079 citations
Stock Returns, Real Activity, Inflation, and Money
1981 • 2,625 citations
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1991 • 1,946 citations
Predicting returns in the stock and bond markets
1986 • 1,825 citations
The Fiscal and Monetary Linkage between Stock Returns and Inflation
1983 • 895 citations
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
1992 • 534 citations
Optimal Portfolio Choice Under Incomplete Information
1986 • 425 citations
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
1995 • 386 citations
An Equilibrium Model of Bond Pricing and a Test of Market Efficiency
1982 • 377 citations
The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
1994 • 375 citations
Estimation Risk and Optimal Portfolio Choice.
1981 • 326 citations
Estimation Risk and Optimal Portfolio Choice.
1980 • 307 citations
Stochastic Network Programming for Financial Planning Problems
1992 • 272 citations
The Fiscal and Monetary Linkage Between Stock Returns and Inflation
1983 • 255 citations
INFLATION AND SECURITY RETURNS*
1975 • 238 citations
Is the ex ante risk premium always positive?
1993 • 132 citations
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
1992 • 130 citations
Optimal Portfolio Choice Under Incomplete Information
1986 • 108 citations
Inflation and Security Returns
1975 • 106 citations
Parallel Factorization of Structured Matrices Arising in Stochastic Programming
1994 • 62 citations
A model for portfolio management with mortgage-backed securities
1993 • 49 citations
An Asset-Liability Investment System
1994 • 35 citations
TACTICAL ASSET ALLOCATION
2019 • 13 citations