THE DEMAND FOR RISKY ASSETS UNDER UNCERTAIN INFLATION

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Studies in the Theory of Capital Markets.

1973 • 644 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS

1975 • 402 citations

The Asset Structure of Individual Portfolios and Some Implications for Utility Functions

1975 • 398 citations

The Demand for Index Bonds

1975 • 302 citations

INFLATION AND SECURITY RETURNS*

1975 • 238 citations

Stock prices, inflation, and the term structure of interest rates

1974 • 234 citations

Inflation and Security Returns

1975 • 106 citations

EFFECTS OF UNCERTAIN INFLATION ON THE INVESTMENT AND FINANCING DECISIONS OF A FIRM

1975 • 96 citations

Assets, Money, and Commodity Price Inflation under Uncertainty

1973 • 51 citations

Uncertainty and the Heterogeneous Capital Good Model

1975 • 40 citations

The Variation of the Return on Stocks in Periods of Inflation

1973 • 40 citations

Effects of Uncertain Inflation on the Investment and Financing Decisions of a Firm

1975 • 14 citations

The determinants of the market price of risk

1975 • 7 citations