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Cited by 448

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

Multiperiod Consumption-Investment Decisions

FAMA, EUGENE F.·1975·Stochastic Optimization Models in Finance
DOI 10.1016/b978-0-12-780850-5.50035-6
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Research works printed but not linked: 21

  1. Arrow, 1964, “The Role of Securities in the Optimal Allocation of Risk-Bearing,”, Rev. Econ. Stud., 31, 91, 10.2307/2296188 · DOI · Paper page
  2. Diamond, 1967, “The Role of A Stock Market in a General Equilibrium Model with Technological Uncertainty,”, Amer. Econ. Rev., 57, 759
  3. Drèze, 1966, “Epargne et Consommation en Avenir Aleatoire,”, Cahiers du Seminaire D'Econometrie, 9, 7, 10.2307/20075409 · DOI
  4. H. G. Eggleston, Convexity. Cambridge, Mass. 1958 · DOI
  5. Fama, 1965, “The Behavior of Stock Market Prices,”, J. Bus. Univ. Chicago, 38, 34
  6. Fama, 1965, “Portfolio Analysis in a Stable Paretian Market,”, Manage. Sci., 12, 404, 10.1287/mnsc.11.3.404 · DOI · Paper page
  7. Fama, 1968, “Risk, Return, and Equilibrium: Some Clarifying Comments,”, J. Finance, 23, 29, 10.1111/j.1540-6261.1968.tb02996.x · DOI · Paper page
  8. Hirshleifer, 1966, “Investment Decision Under Uncertainty: Applications of the State-Preference Approach,”, Quart. J. Econ., 80, 252, 10.2307/1880692 · DOI · Paper page
  9. Hirshleifer, 1965, “Investment Decision Under Uncertainty: Choice-Theoretic Approaches.”, Quart. J. Econ., 79, 509, 10.2307/1880650 · DOI
  10. Iglehart, 1965, “Capital Accumulation and Production for the Firm: Optimal Dynamic Policy,”, J. Manage. Sci., 12, 193, 10.1287/mnsc.12.3.193 · DOI
  11. Jensen, 1969, “Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios,”, J. Bus. Univ. Chicago, 42, 167
  12. Lintner, 1965, “The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets,”, Rev. Econ. Statist., 47, 13, 10.2307/1924119 · DOI · Paper page
  13. Liviatan, 1966, “Multiperiod Future Consumption as an Aggregate,”, Amer. Econ. Rev., 56, 828
  14. Mandelbrot, 1963, “The Variation of Certain Speculative Prices,”, J. Bus. Univ. Chicago, 36, 394
  15. Mossin, 1966, “Equilibrium in a Capital Asset Market,”, Econometrica, 34, 768, 10.2307/1910098 · DOI · Paper page
  16. Mossin, 1968, “Optimal Multiperiod Portfolio Policies.”, J. Bus. Univ. Chicago, 41, 215
  17. Phelps, 1962, “The Accumulation of Risky Capital: A Sequential Utility Analysis,”, Econometrica, 30, 729, 10.2307/1909322 · DOI
  18. Pratt, 1964, “Risk Aversion in the Small and in the Large,”, Econometrica, 32, 122, 10.2307/1913738 · DOI · Paper page
  19. Sharpe, 1964, “Capital Assets Prices: A Theory of Market Equilibrium under Conditions of Risk,”, J. Finance, 19, 425
  20. Sharpe, 1963, “A Simplified Model for Portfolio Analysis,”, J. Manage. Sci., 10, 277, 10.1287/mnsc.9.2.277 · DOI · Paper page
  21. Tobin, 1958, “Liquidity Preference as Behavior Towards Risk,”, Rev. Econ. Stud., 25, 65, 10.2307/2296205 · DOI · Paper page

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Metadata

Authors
FAMA, E. F.
Venue
Stochastic Optimization Models in Finance
Publisher
Elsevier
Published
1975
Volume
60
Issue
1
Pages
389-400
DOI
10.1016/b978-0-12-780850-5.50035-6
OpenAlex
W1591559241
Cited by
448
References
1
FWCI
235.77
Type
book chapter
Language
en
Open access
closed
Licence
www.elsevier.com/tdm/userlicense/1.0/ (tdm)

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CoChat. (2026). Citation check: Multiperiod Consumption-Investment Decisions. https://app.cochat.ai/papers/10.1016/b978-0-12-780850-5.50035-6
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FAMA, E. F. (1975). Multiperiod Consumption-Investment Decisions. Stochastic Optimization Models in Finance. https://doi.org/10.1016/b978-0-12-780850-5.50035-6

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.