Robust state-dependent mean–variance portfolio selection: a closed-loop approach

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Daniel Ellsberg · The Quarterly Journal of Economics · 1961 · 7.9K citations

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Maxmin expected utility with non-unique prior

Itzhak Gilboa, David Schmeidler · Journal of Mathematical Economics · 1989 · 4.2K citations

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Myopia and Inconsistency in Dynamic Utility Maximization

Robert H. Strotz · The Review of Economic Studies · 1955 · 2.9K citations

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Statistical Decision Functions

Abraham Wald · The Annals of Mathematical Statistics · 1949 · 2.2K citations · Full text

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Theory of Financial Decision Making.

Eduardo S. Schwartz, Jonathan E. Ingersoll · The Journal of Finance · 1988 · 1.9K citations

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