Insurance Mathematics and Economics · 2004 · 91 citations · 20 references
BusinessFinanceRisk ManagementAsset PricingFinancial EconomicsFinancial Risk ManagementAsset AllocationDefined Benefit PlansPension FundsPension InsurancePension PolicyRetirement Security PolicyDefined Benefit Public Pension PlansDefined Benefit Public PensionsOptimal Risk AllocationPension Benefit SecurityPension Fund Investing
20
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
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