THE DEMAND FOR RISKY ASSETS UNDER UNCERTAIN INFLATION

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

Studies in the Theory of Capital Markets.

James L. Bicksler, Michael C. Jensen · Journal of the American Statistical Association · 1973 · 739 citations

Business, Economics, Finance +12

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

Marshall E. Blume, Irwin Friend · The Journal of Finance · 1973 · 503 citations

Business, Economics, Finance +14

The Asset Structure of Individual Portfolios and Some Implications for Utility Functions

Marshall E. Blume, Irwin Friend · The Journal of Finance · 1975 · 405 citations

Business, Economics, Finance +14

THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS

James Horne, Marshall E. Blume, Irwin Friend · The Journal of Finance · 1975 · 390 citations

Business, Economics, Finance +14