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

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

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

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

1969 • 5,148 citations

Risk Aversion in the Small and in the Large

1976 • 4,953 citations

Risk Aversion in the Small and in the Large

1964 • 4,664 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

Multiperiod Consumption-Investment Decisions

1970 • 449 citations

Appreciation and interest

1896 • 436 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Capital Markets: Theory and Evidence

1972 • 229 citations

Assets, Money, and Commodity Price Inflation under Uncertainty

1973 • 51 citations

A Note on Risk and the Theory of Asset Value

1971 • 5 citations