Mean-Variance Theory in Complete Markets

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Martingales and arbitrage in multiperiod securities markets

1979 • 3,734 citations

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

1977 • 3,099 citations

Prices of State-Contingent Claims Implicit in Option Prices

1978 • 2,268 citations

Foundations of Finance.

1977 • 1,197 citations

Options and Efficiency

1976 • 851 citations

A Simple Approach to the Valuation of Risky Streams

1978 • 602 citations

A characterization of the distributions that imply mean—Variance utility functions

1983 • 452 citations

The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds

1970 • 451 citations

Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation

1982 • 366 citations

Mutual fund separation in financial theory—The separating distributions

1978 • 359 citations

Prices for State-Contingent Claims: Some Estimates and Applications

1978 • 253 citations

Stock prices, inflation, and the term structure of interest rates

1974 • 234 citations

Admissible uncertainty in the intertemporal asset pricing model

1980 • 89 citations

Portfolio Efficient Sets

1982 • 82 citations

GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS*

1974 • 33 citations