Mean–Variance portfolio selection in presence of infrequently traded stocks

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

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

Robert C. Merton · The Review of Economics and Statistics · 1969 · 5.3K citations

Social Sciences, Economics, Finance +17

Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

Business, Finance, Financial Management +17

Lifetime Portfolio Selection By Dynamic Stochastic Programming

Paul A. Samuelson · The Review of Economics and Statistics · 1969 · 1.7K citations

Business, Finance, Financial Management +14

Liquidity, Information, and Infrequently Traded Stocks

David Easley, Nicholas M. Kiefer, Maureen O’Hara et al. · The Journal of Finance · 1996 · 1.5K citations

Business, Economics, Finance +17