Stochastic Interest Rates and the Bond-Stock Mix

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Optimal Consumption and Investment Strategies with Stochastic Interest Rates (2004, background): “Brennan and Xia (2000) and Sørensen (1999) consider the investment problem of a CRRA utility investor with utility from terminal wealth only.”
Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior? (2004, background): “The occurrence of this hedge term can explain the bond/stock puzzle pointed out by Canner et al. (1997) ; see e.g. Brennan and Xia (2000) .”
Dynamic asset allocation with stochastic income and interest rates. (2010, unknown): “Brennan and Xia (2002) and Munk, Sørensen, and Vinther (2004) study how real interest rate risk affects optimal investments when the traded bonds are nominal.”
Model Uncertainty and Option Markets with Heterogeneous Beliefs (2006, background): “More recent contributions include Brennan (1998), Brennan and Xia (2000), David (1997), and Veronesi (1999, 2000).”
Robust Portfolio Choice with Uncertainty About Jump and Diffusion Risk (2013, unknown): “, considered in Sørensen (1999), Brennan and Xia (2000, 2002), and Munk and Sørensen (2004, 2010). Chacko and Viceira (2005) and Liu (2007) study the portfolio choice in models with stochastic volatility.”