Co‐Skewness and Capital Asset Pricing

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

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

1977 • 3,099 citations

SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

1976 • 1,562 citations

Skewness Preference and the Valuation of Risk Assets

1976 • 750 citations

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio

2016 • 556 citations

BETAS AND THEIR REGRESSION TENDENCIES

1975 • 538 citations

A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

1973 • 467 citations

NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

1978 • 114 citations

Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns

1974 • 42 citations

New Evidence on the Capital Asset Pricing Model

1978 • 26 citations

Some New Bond Indexes

1975 • 22 citations