this work references cited by second hopReferences
- 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
- 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
- 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
- 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
- 1981Point Processes and Queues1,652 cited
- 2002Asymmetric correlations of equity portfolios1,530 cited
- 2003The Impact of Jumps in Volatility and Returns1,469 cited
- 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
- 1987Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon1,106 cited
- 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
- 1991Martingale and Duality Methods for Utility Maximization in an Incomplete Market797 cited
- 2004Robust Portfolio Rules and Asset Pricing784 cited
- 2006Portfolio Selection in Stochastic Environments660 cited
- 1992Convex Duality in Constrained Portfolio Optimization628 cited
- 2003Model Misspecification and Underdiversification474 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work