Journal of Economic Dynamics and Control · 2004 · 127 citations · 15 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementAsset AllocationPortfolio OptimizationPortfolio Risk ManagementPortfolio TheoryAsset Allocation PolicyAsset Allocation Under UncertaintyOptimal Portfolio ChoicePortfolio Allocation PolicyPortfolio Choice Theory
15
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
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
Michael J. Brennan, Eduardo S. Schwartz, Ronald Lagnado · Journal of Economic Dynamics and Control · 1997 · 766 citations
Dynamic Strategies for Asset Allocation
André F. Perold, William F. Sharpe · Financial Analysts Journal · 1988 · 493 citations