Session Topic: Individual Investors and Mutual Funds
Data up to Jan 2025
Total Citations Per Year
Abstract
References (24)
Risk, Return, and Equilibrium: Empirical Tests
1973 • 14,580 citations
The Behavior of Stock-Market Prices
1965 • 8,575 citations
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
1969 • 5,148 citations
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964
1968 • 4,463 citations
Capital Market Equilibrium with Restricted Borrowing
1972 • 3,158 citations
The Capital Asset Pricing Model: Some Empirical Tests
1972 • 2,784 citations
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
1975 • 1,863 citations
The Performance of Mutual Funds in the Period 1945-1964
1968 • 1,763 citations
Lifetime Portfolio Selection By Dynamic Stochastic Programming
1969 • 1,665 citations
The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices
1972 • 944 citations
The Only Game in Town
1971 • 899 citations
How to Use Security Analysis to Improve Portfolio Selection
1973 • 841 citations
Optimal Multiperiod Portfolio Policies
1968 • 762 citations
PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE
1972 • 683 citations
Studies in the Theory of Capital Markets.
1973 • 644 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
Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
1970 • 346 citations
Capital Markets: Theory and Evidence
2003 • 292 citations
Capital Markets: Theory and Evidence
1972 • 229 citations
Mathematical Methods in Investment and Finance.
1974 • 84 citations
Implications of the Random Walk Hypothesis for Portfolio Management
1971 • 73 citations
Savings and Uncertainty
1970 • 66 citations
Multiperiod consumption-investment decisions and risk preference
1971 • 37 citations
Reducing the Cost of Stock Trading
1975 • 18 citations