Time-Varying Conditional Covariances in Tests of Asset Pricing Models

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

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

1977 • 3,099 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

Stock Returns and the Term Structure

1985 • 256 citations

THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES

1977 • 209 citations

Some Characteristic Properties of Gaussian Stochastic Processes

1964 • 95 citations