Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets

Dynamic Programming

1957 • 13,549 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Risk Aversion in the Small and in the Large

1976 • 4,953 citations

Essays in the Theory of Risk-Bearing.

1972 • 4,221 citations

Theory of Value

1959 • 2,689 citations

LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING

1975 • 1,863 citations

The Theory of Syndicates

1968 • 1,168 citations

Community Preference Fields

1953 • 737 citations

An aggregation theorem for securities markets

1974 • 507 citations

The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds

1970 • 451 citations

Multiperiod Consumption-Investment Decisions

1970 • 449 citations

The Transfer Problem and Transport Costs: The Terms of Trade When Impediments are Absent

1952 • 447 citations

Community Preferences and the Representative Consumer

1976 • 389 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

Aggregation, Income Distribution and Consumer Demand

1975 • 353 citations

Additive Utility Functions and Linear Engel Curves

1971 • 273 citations

The Geometry of Separation and Myopia

1976 • 33 citations

Default Risk in a General Equilibrium Asset Economy with Incomplete Markets

1976 • 22 citations

Separation in Portfolio Analysis

1975 • 3 citations