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THE DEMAND FOR RISKY ASSETS UNDER UNCERTAIN INFLATION
9 references·15 citing·40 second hop
THE DEMAND FOR RISKY ASSETS UNDER UNCERTAIN INFLATION (1976)THE DEMAND FOR RISKY ASSETS UNDER UNCERTA…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSThe Demand for Index Bonds (1975)The Demand for Index BondsThe Asset Structure of Individual Portfolios and Some Implications for Utility Functions (1975)The Asset Structure of Indivi…THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS (1975)THE ASSET STRUCTURE OF INDIVI…INFLATION AND SECURITY RETURNS* (1975)INFLATION AND SECURITY RETURN…Stock prices, inflation, and the term structure of interest rates (1974)Stock prices, inflation, and …Studies in the Theory of Capital Markets. (1973)Studies in the Theory of Capi…A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL (1973)A NEW LOOK AT THE CAPITAL ASS…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Resolving the Presidential Puzzle (2011)Resolving the Presidential Pu…Portfolio management with heuristic optimization (2005)Portfolio management with heu…Inflation Risk Analysis of European Real Estate Securities (2002)Inflation Risk Analysis of Eu…Some Additional Evidence on the Performance of Commingled Real Estate Investment Funds: 1972-1991 (1992)Some Additional Evidence on t…An empirical comparison of alternative models of capital asset pricing in Germany (1992)An empirical comparison of al…Performance Evaluation of Finite-Life Real Estate Investment Trusts (1989)Performance Evaluation of Fin…Returns to Farm Real Estate Revisited (1988)Returns to Farm Real Estate R…Indexation and the Effect of Inflation Uncertainty on Real GNP (1988)Indexation and the Effect of …Arbitrage Pricing, Capital Asset Pricing, and Agricultural Assets (1988)Arbitrage Pricing, Capital As…Some Tests of Linear Asset Pricing with Multivariate Normality (1985)Some Tests of Linear Asset Pr…Pricing Capital Assets in an International Setting: An Introduction (1984)Pricing Capital Assets in an …The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation* (1983)The Arbitrage Pricing Model a…Risk Premia and the Sources of Inflation (1981)Risk Premia and the Sources o…A generalisation of the international asset pricing model (1980)A generalisation of the inter…Inflation and Optimal Portfolio Choices (1978)Inflation and Optimal Portfol…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Generalized autoregressive conditional heteroskedasticity (1986)The Cross-Section of Expected Stock Returns (1992)A data-driven optimization heuristic for downside risk minimization (2006)Global optimization of higher order moments in portfolio selection (2007)Index tracking with constrained portfolios (2007)Criteria for Choice Among Risky Ventures (1959)An Intertemporal Capital Asset Pricing Model (1973)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Why do people pay taxes? (1992)Economic foundations of cost-effectiveness analysis (1997)Inequality, Social Insurance, and Redistribution (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)BETAS AND THEIR REGRESSION TENDENCIES (1975)On the exclusion of assets from tests of the two-parameter model (1982)The implied cost of capital: A new approach (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS (1976)Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation (1982)Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas (1987)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Industry Returns and the Fisher Effect (1994)Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts (2002)What Matters to Individual Investors? Evidence from the Horse's Mouth (2020)How Many Stocks Make a Diversified Portfolio? (1987)Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors (2006)Consumption, production, inflation and interest rates (1986)Why do we have nominal government debt? (1988)Equilibrium Exchange Rate Hedging (1990)Empirical Tests of the Consumption‐Oriented CAPM (1989)Idiosyncratic Volatility and the Cross Section of Expected Returns (2008)Taming the Factor Zoo: A Test of New Factors (2020)Beyond Greed and Fear (2002)Talk and Action: What Individual Investors Say and What They Do (2005)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 1973Studies in the Theory of Capital Markets.737 cited
  • 1973A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL563 cited
  • 1975The Asset Structure of Individual Portfolios and Some Implications for Utility Functions420 cited
  • 1975THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS378 cited
  • 1975The Demand for Index Bonds298 cited
  • 1975INFLATION AND SECURITY RETURNS*265 cited
  • 1974Stock prices, inflation, and the term structure of interest rates218 cited

Cited by

  • 2005Portfolio management with heuristic optimization130 cited
  • 1980A generalisation of the international asset pricing model89 cited
  • 1984Pricing Capital Assets in an International Setting: An Introduction75 cited
  • 1989Performance Evaluation of Finite-Life Real Estate Investment Trusts67 cited
  • 2011Resolving the Presidential Puzzle54 cited
  • 1985Some Tests of Linear Asset Pricing with Multivariate Normality53 cited

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1988
Returns to Farm Real Estate Revisited
48 cited
  • 1992Some Additional Evidence on the Performance of Commingled Real Estate Investment Funds: 1972-199146 cited
  • 1988Arbitrage Pricing, Capital Asset Pricing, and Agricultural Assets39 cited
  • 1978Inflation and Optimal Portfolio Choices36 cited
  • 1992An empirical comparison of alternative models of capital asset pricing in Germany35 cited
  • 1983The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation*34 cited
  • 2002Inflation Risk Analysis of European Real Estate Securities31 cited
  • 1988Indexation and the Effect of Inflation Uncertainty on Real GNP28 cited
  • 1981Risk Premia and the Sources of Inflation12 cited