Consumption and Equilibrium Interest Rates in Stochastic Production Economies

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

The Theory of Stochastic Processes

1966 • 3,500 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

1981 • 547 citations

An Asymptotic Theory of Growth Under Uncertainty

1975 • 329 citations

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

1976 • 235 citations

A continuous time equilibrium model of forward prices and futures prices in a multigood economy

1981 • 235 citations

The Theory of Stochastic Processes.

1967 • 221 citations

The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets

1976 • 196 citations

MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY†

1975 • 72 citations

Optimal Growth in a Linear-Logarithmic Economy

1966 • 45 citations

Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates

1983 • 23 citations

A study of commodity futures prices

1981 • 7 citations

Capital accumulation in a stochastic decentralized economy

1982 • 3 citations