this work references cited by second hopReferences
- 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
- 1992ARCH modeling in finance4,288 cited
- 1972Essays in the Theory of Risk-Bearing.3,991 cited
- 1988Dividend yields and expected stock returns3,574 cited
- 2000Conditional Skewness in Asset Pricing Tests2,837 cited
- 1985Stock Returns and the Term Structure2,260 cited
- 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
- 2002International Asset Allocation With Regime Shifts1,779 cited
- 1986Predicting returns in the stock and bond markets1,715 cited
- 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
- 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
- 2000Investing for the Long Run when Returns Are Predictable1,372 cited
- 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
- 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
- 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work