Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

The American Economic Review

American Economic Review · 2012 · 13.8K citations

Social Sciences, Economics, Macroeconomics +3

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

Business, Finance, Risk Management +14

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

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

Household Finance

John Y. Campbell · The Journal of Finance · 2006 · 2.2K citations · Full text

Social Sciences, Economics, Finance +12