| Consumption and portfolio choice over the life cycle JF Cocco, FJ Gomes, PJ Maenhout The Review of Financial Studies 18 (2), 491-533, 2005 | 1974 | 2005 |
| Robust portfolio rules and asset pricing PJ Maenhout Review of financial studies 17 (4), 951-983, 2004 | 949 | 2004 |
| The price of correlation risk: Evidence from equity options J Driessen, PJ Maenhout, G Vilkov The Journal of Finance 64 (3), 1377-1406, 2009 | 534 | 2009 |
| Individual stock-option prices and credit spreads M Cremers, J Driessen, P Maenhout, D Weinbaum Journal of Banking & Finance 32 (12), 2706-2715, 2008 | 379 | 2008 |
| Investing retirement wealth: A life-cycle model JY Campbell, JF Cocco, FJ Gomes, PJ Maenhout Risk aspects of investment-based Social Security reform, 439-482, 2001 | 354 | 2001 |
| Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model KJM Cremers, J Driessen, P Maenhout The Review of Financial Studies 21 (5), 2209-2242, 2008 | 307 | 2008 |
| Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium PJ Maenhout Journal of Economic Theory 128 (1), 136-163, 2006 | 264 | 2006 |
| Does skin in the game matter? Director incentives and governance in the mutual fund industry M Cremers, J Driessen, P Maenhout, D Weinbaum Journal of Financial and Quantitative Analysis 44 (6), 1345-1373, 2009 | 177 | 2009 |
| Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry J Driessen, M Cremers, P Maenhout, D Weinbaum | 177* | 2006 |
| Option-implied correlations and the price of correlation risk J Driessen, P Maenhout, G Vilkov | 175 | 2013 |
| An empirical portfolio perspective on option pricing anomalies J Driessen, P Maenhout Review of Finance 11 (4), 561-603, 2007 | 173 | 2007 |
| Stock market mean reversion and the optimal equity allocation of a long-lived investor JY Campbell, J Cocco, F Gomes, PJ Maenhout, LM Viceira Review of Finance 5 (3), 269-292, 2001 | 141 | 2001 |
| A portfolio perspective on option pricing anomalies J Driessen, P Maenhout | 45 | 2004 |
| The world price of jump and volatility risk J Driessen, P Maenhout Journal of Banking & Finance 37 (2), 518-536, 2013 | 40 | 2013 |
| Robust portfolio rules, hedging and asset pricing P Maenhout unpublished paper, INSEAD, 2001 | 38 | 2001 |
| The world price of jump and volatility risk J Driessen, PJ Maenhout | 31 | 2006 |
| Introduction to model uncertainty and robustness LP Hansen, P Maenhout, A Rustichini, TJ Sargent, MM Siniscalchi Journal of Economic Theory 128 (1), 1-3, 2006 | 17 | 2006 |
| A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium B Dumas, P Maenhout | 8 | 2002 |
| Generalized Robustness and Dynamic Pessimism P Maenhout, A Vedolin, H Xing | 7 | 2020 |
| Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing A Balter, PJ Maenhout, H Xing Available at SSRN 4259774, 2022 | 5 | 2022 |
