Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimum consumption and portfolio rules in a continuous-time model

3 references·16 citing·35 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited

Cited by

1985A Theory of the Term Structure of Interest Rates8,333 cited
1973An Intertemporal Capital Asset Pricing Model6,557 cited
1977An equilibrium characterization of the term structure6,104 cited
1976Option pricing when underlying stock returns are discontinuous5,965 cited
2004The Role of Social Capital in Financial Development3,151 cited
1993Dynamic Asset Pricing Theory.2,891 cited
1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
1980On estimating the expected return on the market2,818 cited
1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
1990Irreversibility, Uncertainty, and Investment2,456 cited
1985Evaluating Natural Resource Investments2,379 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2011Presidential Address: Discount Rates2,222 cited

1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited

2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,801 cited

1986Noise1,783 cited