Experimental Tests of the Separation Theorem and the Capital Asset Pricing Model

Prospect theory: An analysis of decision under risk

1988 • 34,484 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Judgment Under Uncertainty: Heuristics and Biases.

1984 • 5,967 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

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

1977 • 3,099 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS

1975 • 402 citations

INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE

1976 • 206 citations

Experimental tests of the mean-variance model for portfolio selection

1988 • 128 citations

Effects of wealth on portfolios under various investment conditions

1984 • 16 citations

Relative Gain Maximization in Sequential 3-Person Characteristic Function Games

1990 • 5 citations