Back to search

Tests of the multiperiod two-parameter model

Data up to Jan 2025

Published1974
Citations111
References20

Total Citations Per Year

Abstract

References (20)

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

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

1964 • 15,720 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…

1975 • 7,346 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

The Analysis of Variance

1960 • 5,685 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

The Theory of Finance

1972 • 1,064 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Studies in the Theory of Capital Markets.

1973 • 644 citations

Multiperiod Consumption-Investment Decisions

1970 • 449 citations

Investment Decision Under Uncertainty: Choice-Theoretic Approaches

1965 • 354 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Capital Markets: Theory and Evidence

1972 • 229 citations

LONG‐TERM GROWTH IN A SHORT‐TERM MARKET

1974 • 42 citations

Long-Term Growth in a Short-Term Market

1974 • 9 citations

Cited By (0)

Loading...