Journal of Financial Economics · 2001 · 297 citations · 49 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsAsset AllocationCapital MarketsMarket MicrostructureTrading MechanismsTrading StrategiesVolatility ModelingAmplificationContagion In Financial MarketsConvergence HypothesisConvergence TradingPrice Level ConvergenceWealth Transfer Effects
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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
A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text
Nobuhiro Kiyotaki, John Moore · Journal of Political Economy · 1997 · 4.7K citations
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G. William Schwert · The Journal of Finance · 1989 · 3.6K citations
Clark Lee Allen, Milton Friedman · Southern Economic Journal · 1954 · 3.3K citations