Insurance Mathematics and Economics · 2007 · 100 citations · 14 references
BusinessFinanceFinancial ManagementFinancial EconomicsPortfolio ManagementQuantitative FinanceAsset AllocationFinancial RiskLiability-driven InvestingPortfolio Risk ManagementPortfolio SelectionPortfolio TheoryMean-variance AnalysisMean-variance Portfolio SelectionOptimal Portfolio ChoicePortfolio Choice TheoryPortfolio Choice Under RiskStochastic Liability ModelingStochastic Portfolio Selection
14
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
Harry M. Markowitz · The Journal of Finance · 1952 · 4.5K citations
Brownian motion and stochastic calculus
Jan Seidler · Acta Applicandae Mathematicae · 1991 · 2.2K citations
Engineering, Mathematics, Physics +14