A continuous time equilibrium model of forward prices and futures prices in a multigood economy
Data up to Jan 2025
Total Citations Per Year
Abstract
References (24)
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
A Theory of the Term Structure of Interest Rates
1985 • 8,604 citations
An Intertemporal Capital Asset Pricing Model
1973 • 6,653 citations
Optimum consumption and portfolio rules in a continuous-time model
1971 • 6,065 citations
Asset Prices in an Exchange Economy
1978 • 5,134 citations
Value and Capital
1939 • 3,079 citations
The pricing of commodity contracts
1976 • 2,931 citations
An intertemporal asset pricing model with stochastic consumption and investment opportunities
1979 • 2,786 citations
Deterministic and Stochastic Optimal Control.
1976 • 2,757 citations
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
1984 • 2,013 citations
The Valuation of Uncertain Income Streams and the Pricing of Options
1976 • 1,727 citations
The relation between forward prices and futures prices
1981 • 770 citations
Futures Trading and the Storage of Cotton and Wheat
1958 • 556 citations
Asset Prices in a Production Economy
1982 • 281 citations
Forward contracts and futures contracts
1981 • 242 citations
An arbitrage model of the term structure of interest rates
1978 • 186 citations
RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS
2005 • 179 citations
Recursive Competitive Equilibrium: The Case of Homogeneous Households
1980 • 155 citations
The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty
1979 • 89 citations
Portfolio theory, 25 years after: Essays in honor of Harry Markowitz
1980 • 15 citations
The firm as an intermediary between consumers and production functions under uncertainty
1977 • 13 citations
Asset Prices in a Production Economy
2001 • 13 citations
A study of commodity futures prices
1981 • 7 citations
Pricing of Futures Contracts
2018 • 4 citations