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Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income
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Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income (2005)Portfolio Choice over the Life-Cycle in t…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Social Interaction and Stock‐Market Participation (2004)Social Interaction and Stock‐…Consumption Over the Life Cycle (2002)Consumption Over the Life Cyc…Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Resurrecting the (C)CAPM: A C…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Investing for the Long Run when Returns Are Predictable (2000)Investing for the Long Run wh…The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Conditional CAPM and the …Asset Pricing with Heterogeneous Consumers (1996)Asset Pricing with Heterogene…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…Understanding Risk and Return (1993)Understanding Risk and ReturnDynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…The equity premium: A puzzle (1985)The equity premium: A puzzleLIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Prospect theory: An analysis of decision under risk (1988)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Macroeconomics and Reality (1980)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)… and the Cross-Section of Expected Returns (2015)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Golden Eggs and Hyperbolic Discounting (1997)Household Finance (2006)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Making democracy work: civic traditions in modern Italy (1993)Bowling Alone: America's Declining Social Capital (1995)The Role of Social Capital in Financial Development (2004)Financial Literacy and Stock Market Participation (2007)The price of sin: The effects of social norms on markets (2009)
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 2004Social Interaction and Stock‐Market Participation1,826 cited
  • 2002Consumption Over the Life Cycle1,824 cited
  • 1993Understanding Risk and Return1,797 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2001Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying1,445 cited
  • 2000Investing for the Long Run when Returns Are Predictable1,372 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 1996Asset Pricing with Heterogeneous Consumers

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