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

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

On estimating the expected return on the market

1980 • 2,932 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

The Present-Value Relation: Tests Based on Implied Variance Bounds

1981 • 1,402 citations

The Determinants of the Variability of Stock Market Prices

1981 • 624 citations

Asset Prices in a Production Economy

1982 • 281 citations

THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

1976 • 235 citations

Missing assets, measuring the market, and testing the capital asset pricing model

1981 • 12 citations