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

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Mutual fund separation in financial theory—The separating distributions

1978 • 359 citations

A simple approach to arbitrage pricing theory

1982 • 281 citations

Expectations and the Structure of Share Prices

1982 • 252 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 184 citations

Financial Economics: Essays in Honor of Paul Cootner

1988 • 141 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 38 citations