On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

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

The Cost of Capital, Corporation Finance and the Theory of Investment

1958 • 15,488 citations

Theory of rational option pricing

2005 • 7,870 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Increasing risk: I. A definition

1970 • 3,861 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

How to Use Security Analysis to Improve Portfolio Selection

1973 • 841 citations

Option pricing

1976 • 486 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Path Dependent Options: “Buy at the Low, Sell at the High”

1979 • 270 citations

The Returns and Risk of Alternative Call Option Portfolio Investment Strategies

1978 • 149 citations

Likely Gains from Market Timing

1975 • 134 citations

PORTFOLIO PERFORMANCE AND THE “COST” OF TIMING DECISIONS

1977 • 105 citations

Optimal Utilization Of Market Forecasts And The Evaluation Of Investment Performance

2003 • 97 citations

The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies

1982 • 89 citations

On the microeconomic theory of investment under uncertainty

1977 • 79 citations

On Contingent Claims that Insure Ex‐post Optimal Stock Market Timing

1979 • 49 citations

Stocks, Bonds, Bills and Inflation: The Post (1926-1976) and the Future (1977-2000).

1980 • 29 citations