Dynamic models for fixed-income portfolio management under uncertainty

Portfolio Selection

Harry M. Markowitz · The Journal of Finance · 1952 · 4.4K citations

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Mathematical Programming, Large-scale Global Optimization, Engineering +13

A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options

Fischer Black, Emanuel Derman, William W. Toy · Financial Analysts Journal · 1990 · 994 citations

Monetary Policy, Option Pricing, Economics +13

Strategic asset allocation

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Portfolio Selection, Management, Business +8

Review of the Principles of Life-office Valuations

F. M. Redington · Journal of the Institute of Actuaries · 1952 · 373 citations

Quality Of Life, Humanities, Art History +12