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Cited by

• 1995Chapter 3 Capital growth theory69 cited
• 1994Capturing the Correlations of Fixed-income Instruments65 cited
• 2000Do constraints improve portfolio performance?52 cited
• 1986A Half Century of Returns on Levered and Unlevered Portfolios of Stocks, Bonds, and Bills, With and Without Small Stocks51 cited
• 1993A model for portfolio management with mortgage-backed securities47 cited
• 1998A comparison of linear regression and neural network methods for predicting excess returns on large stocks45 cited
• 1996A stochastic programming model for funding single premium deferred annuities45 cited
• 1999Portfolio optimization via stochastic programming: Methods of output analysis44 cited
• 2012On the History of the Growth-Optimal Portfolio35 cited
• 1990Industry rotation in the U.S. stock market34 cited
• 1995Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model34 cited