The consumption based asset pricing model

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction

1976 • 63 citations