Real options with constant relative risk aversion

Investment Under Uncertainty.

Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations

Business, Business Economics, Economics +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

Dynamic Asset Pricing Theory.

Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations

Business, Economics, Finance +17

Portfolio Selection with Transaction Costs

Mark H. Davis, A. R. Norman · Mathematics of Operations Research · 1990 · 1.4K citations · Full text

Social Sciences, Economics, Finance +14

Hedging of contingent claims under incomplete information

H. Foellmer, Martin Schweizer · OpenGrey (Institut de l'Information Scientifique et Technique) · 1990 · 768 citations

Business, Business Economics, Contract Theory +9