References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,695 cited
• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 1993Discretion versus policy rules in practice9,059 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1999Coherent Measures of Risk8,849 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 2007Brownian Motion and Stochastic Calculus7,541 cited
• 2005Theory of rational option pricing7,176 cited
• 2000Optimization of conditional value-at-risk6,722 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
• 2003Maps of Bounded Rationality: Psychology for Behavioral Economics