Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

The equity premium: A puzzle

Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations

Business, Economics, Finance +12

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

Larry G. Epstein, Stanley E. Zin · Econometrica · 1989 · 4.5K citations

Social Sciences, Economics, Finance +17

Rare Disasters and Asset Markets in the Twentieth Century*

Robert J. Barro · The Quarterly Journal of Economics · 2006 · 2.4K citations · Full text

Business, Economics, Finance +17

Temporal Resolution of Uncertainty and Dynamic Choice Theory

David M. Kreps, Evan L. Porteus · Econometrica · 1978 · 1.9K citations

Business, Decision Sciences, Economics +15