Funds, Factors, and Diversification in Arbitrage Pricing Models
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Abstract
References (6)
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
1964 • 15,720 citations
Methods of Modern Mathematical Physics
1972 • 9,687 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
The arbitrage theory of capital asset pricing
1976 • 7,056 citations
Mutual fund separation in financial theory—The separating distributions
1978 • 359 citations
Deleted Work
1955 • 0 citations