References

• 1988Dividend yields and expected stock returns3,574 cited
• 1985Stock Returns and the Term Structure2,260 cited
• 1986Predicting returns in the stock and bond markets1,715 cited
• 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
• 1987The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models980 cited
• 1989Time-varying conditional covariances in tests of asset pricing models851 cited
• 2006Portfolio Selection in Stochastic Environments660 cited
• 1999Transaction costs and predictability: some utility cost calculations484 cited
• 2005The Term Structure of the Risk–Return Trade-Off294 cited
• 2001The Efficient Use of Conditioning Information in Portfolios212 cited
• 1994The Long-Term Case for Equities205 cited
• 1993A New Approach to International Arbitrage Pricing182 cited
• 2003Conditioning Information and Variance Bounds on Pricing Kernels94 cited
• 2004Dynamic Portfolio Selection by Augmenting the Asset Space72 cited

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