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Measuring and Controlling Shortfall Risk in Retirement
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Measuring and Controlling Shortfall Risk in Retirement (2007)Measuring and Controlling Shortfall Risk …The Equity Premium (2002)The Equity PremiumMARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE (1997)MARKET FRICTIONS, SAVINGS BEH…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Stocks for the Long Run (1994)Stocks for the Long RunAn Asset Allocation Puzzle (1994)An Asset Allocation PuzzleMyopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIMean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetLifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Risk and uncertainty: a fallacy of large numbers (1963)Risk and uncertainty: a falla…The financial analysts journal (1960)The financial analysts journalSafety First and the Holding of Assets (1952)Safety First and the Holding …Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)A Theory of the Term Structure of Interest Rates (1985)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Prospect Theory: An Analysis of Decision under Risk (1979)Dividend Policy, Growth, and the Valuation of Shares (1961)The Structure of Scientific Revolutions (1963)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Noise Trader Approach to Finance (1990)Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Inefficient Markets (2000)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)On the Measurement of Poverty (1987)Bank activity and funding strategies: The impact on risk and returns☆ (2010)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)International Asset Allocation With Regime Shifts (2002)
this work references cited by second hop

References

  • 1991Efficient Capital Markets: II5,346 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 2002The Equity Premium1,331 cited
  • 1960The financial analysts journal1,043 cited
  • 1963Risk and uncertainty: a fallacy of large numbers615 cited
  • 1994Stocks for the Long Run567 cited
  • 1994An Asset Allocation Puzzle423 cited
  • 1997MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE389 cited

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