Risk and return on long-lived tangible assets
Data up to Jan 2025
Total Citations Per Year
Abstract
References (47)
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
1964 • 15,720 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
The arbitrage theory of capital asset pricing
1976 • 7,056 citations
An Intertemporal Capital Asset Pricing Model
1973 • 6,653 citations
A General Equilibrium Approach To Monetary Theory
1969 • 5,176 citations
Asset Prices in an Exchange Economy
1978 • 5,134 citations
Equilibrium in a Capital Asset Market
1966 • 4,832 citations
Forecasting Economic Time Series
2000 • 1,898 citations
The Valuation of Uncertain Income Streams and the Pricing of Options
1976 • 1,727 citations
The Economics of Information and Uncertainty
1982 • 874 citations
Statistical Methods of Econometrics
1970 • 828 citations
Forecasting Economic Time Series
1977 • 711 citations
A Study in the Analysis of Stationary Time Series
1955 • 705 citations
Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory
1977 • 699 citations
A Simple Approach to the Valuation of Risky Streams
1978 • 602 citations
BETAS AND THEIR REGRESSION TENDENCIES
1975 • 538 citations
The Elements of Market Structure
1972 • 464 citations
Price theory and applications
1976 • 407 citations
Risk-adjusted discount rates and capital budgeting under uncertainty
1977 • 391 citations
The Theoretical Relationship Between Systematic Risk and Financial (Accounting) Variables
1979 • 283 citations
Asset Prices in a Production Economy
1982 • 281 citations
Price Theory and Applications
2022 • 277 citations
Risk and return in finance
1977 • 275 citations
Capital Budgeting and the Capital Asset Pricing Model: Good News and Bad News
1977 • 256 citations
COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA
1978 • 224 citations
A Study in the Analysis of Stationary Time-Series.
1954 • 201 citations
On Optimal Myopic Portfolio Policies, with and Without Serial Correlation of Yields
1971 • 186 citations
Leverage, Risk, Market Structure and Profitability
1974 • 175 citations
THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM)
1978 • 153 citations
Betas and Their Regression Tendencies
1975 • 132 citations
The Current Status of the Capital Asset Pricing Model (CAPM)
1978 • 119 citations
A Multiperiod Equilibrium Asset Pricing Model
1978 • 114 citations
The Theoretical Relationship Between Systematic Risk and Financial (Accounting) Variables
1979 • 93 citations
PROJECT VALUATION WITH MEAN‐REVERTING CASH FLOW STREAMS
1978 • 90 citations
Common Stock Volatility Expectations Implied by Option Premia
1978 • 77 citations
A SIMPLE MODEL OF NON‐STATIONARITY OF SYSTEMATIC RISK
1977 • 61 citations
Trends in Corporate Profitability and Capital Costs
2011 • 52 citations
The technology of risk and return
1978 • 49 citations
Uncertainty and the Heterogeneous Capital Good Model
1975 • 40 citations
On the Use of Beta in Regulatory Proceedings: An Empirical Examination
1978 • 38 citations
A Simple Model of Non-Stationarity of Systematic Risk
1977 • 25 citations
Project Valuation with Mean-Reverting Cash Flow Streams
1978 • 19 citations
SOME CONSEQUENCES OF THE VALUATION MODEL WHEN EXPECTATIONS ARE TAKEN TO BE OPTIMUM FORECASTS1
1975 • 15 citations
Temporal Resolution of Uncertainty in Stapleton and Subrahmanyam's "Multiperiod Equilibrium Asset Pricing Model"
1980 • 8 citations
Some Consequences of the Valuation Model When Expectations are Taken to be Optimum Forecasts
1975 • 7 citations