An explicit bound on individual assets' deviations from APT pricing in a finite economy

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

1983 • 950 citations

Functions of several variables

2010 • 437 citations

A simple approach to arbitrage pricing theory

1982 • 281 citations

Mean-Variance Theory in Complete Markets

1982 • 276 citations

Expectations and the Structure of Share Prices

1982 • 252 citations

Factor pricing in a finite economy

1983 • 187 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 184 citations

A Simple Econometric Approach for Utility‐Based Asset Pricing Models

1985 • 128 citations

Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note

1983 • 89 citations

FUNCTIONS OF SEVERAL VARIABLES

1965 • 70 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 38 citations

Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note

1983 • 15 citations

Asset pricing theory in factor economies

1982 • 4 citations

Deleted Work

1955 • 0 citations