Prices for State-Contingent Claims: Some Estimates and Applications

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

The variation of certain speculative prices

1997 • 4,766 citations

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

1977 • 3,099 citations

Prices of State-Contingent Claims Implicit in Option Prices

1978 • 2,268 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1973 • 1,203 citations

Foundations of Finance.

1977 • 1,197 citations

The Theory of Finance

1972 • 1,064 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Options and Efficiency

1976 • 851 citations

Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

1972 • 737 citations

An aggregation theorem for securities markets

1974 • 507 citations

The Variability of the Market Factor of the New York Stock Exchange

1973 • 481 citations

Risk-adjusted discount rates and capital budgeting under uncertainty

1977 • 391 citations

Investment Decision under Uncertainty: Applications of the State-Preference Approach

1966 • 383 citations

Investment Decision Under Uncertainty: Choice-Theoretic Approaches

1965 • 354 citations

The Theory of Value

1892 • 341 citations

The Capital Budgeting Decision

2012 • 296 citations

THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

1976 • 235 citations

MARKET RISK ADJUSTMENT IN PROJECT VALUATION

1978 • 203 citations

A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY

1976 • 165 citations

The Returns and Risk of Alternative Call Option Portfolio Investment Strategies

1978 • 149 citations

Modern Developments in Financial Management.

1978 • 112 citations

A Markov Model of the Term Structure

1966 • 48 citations

Stocks, Bonds, Bills, and Inflation: Simulations of the Future (1976-2000)

1976 • 44 citations

The pricing of supershares

1978 • 40 citations

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

1980 • 29 citations

The Superfund: Efficient Paths Toward a Complete Financial Market

1974 • 9 citations