The Capital Asset Pricing Model and the Investment Horizon

An introduction to probability theory and its applications

1958 • 31,109 citations

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

1964 • 15,720 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

The Random Character of Stock Market Prices

1968 • 931 citations

Measurement of Portfolio Performance Under Uncertainty

1970 • 392 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Investment and Portfolio Analysis.

1972 • 178 citations

Portfolio Performance and the Investment Horizon

1972 • 135 citations

INVESTMENT DIVERSIFICATION AND BOND MATURITY

1971 • 66 citations

Bias in Fitting the Sharpe Model to Time Series Data

1969 • 61 citations

Deleted Work

1955 • 0 citations