Dynamic Asset Allocation under Inflation

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1973 • 6,653 citations

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1977 • 6,242 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

1969 • 5,148 citations

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1991 • 5,040 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1990 • 3,965 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

Common Factors Affecting Bond Returns

1991 • 1,873 citations

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1975 • 1,863 citations

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1989 • 1,697 citations

Lifetime Portfolio Selection By Dynamic Stochastic Programming

1969 • 1,665 citations

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1965 • 1,656 citations

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2000 • 1,395 citations

Martingale and Duality Methods for Utility Maximization in an Incomplete Market

1991 • 792 citations

Strategic asset allocation

1997 • 784 citations

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1968 • 762 citations

On the Predictability of Stock Returns: An Asset‐Allocation Perspective

1996 • 750 citations

Inflation and Real Interest

1963 • 706 citations

Portfolio Selection in Stochastic Environments

2006 • 693 citations

Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

1993 • 608 citations

Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?

1999 • 576 citations

Dynamic Nonmyopic Portfolio Behavior

1996 • 496 citations

Inflation, real returns and capital investment

1982 • 491 citations

Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

2001 • 475 citations

Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case

1991 • 473 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

IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

2005 • 370 citations

Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

1970 • 346 citations

Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities

1985 • 305 citations

Kalman Filtering of Generalized Vasicek Term Structure Models

1999 • 275 citations

Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data

1991 • 225 citations

Time Series and Cross-section Information in Affine Term-Structure Models

2000 • 215 citations

Stochastic Interest Rates and the Bond-Stock Mix

2000 • 170 citations

An Asset Allocation Puzzle

1994 • 164 citations

Dynamic Asset Allocation and Fixed Income Management

1999 • 159 citations

Dynamic Non-Myopic Portfolio Behavior

1998 • 153 citations

Monetary Regimes and the Relation Between Stock Returns and Inflationary Expectations

1990 • 120 citations

Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model

1989 • 98 citations

Optimal multiperiod portfolio policies

1968 • 90 citations

Who Should Buy Long-Term Bonds?

1998 • 76 citations

CRITERIA FOR PORTFOLIO BUILDING

1967 • 69 citations

Time-series and Cross-section Information in Affine Term Structure Models

1999 • 12 citations

Deleted Work

1955 • 0 citations