References

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• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
• 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
• 1987Expected stock returns and volatility4,147 cited
• 1977Asset returns and inflation2,701 cited
• 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 1990Alternative models for conditional stock volatility1,272 cited
• 1993The Risk and Predictability of International Equity Returns1,065 cited
• 1989Time-varying conditional covariances in tests of asset pricing models851 cited
• 1996Dynamic Nonmyopic Portfolio Behavior