The Relation Between Mean-Variance Efficiency and Arbitrage Pricing

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

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

1977 • 3,099 citations

Factor Analysis as a Statistical Method.

1972 • 1,480 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations

Funds, Factors, and Diversification in Arbitrage Pricing Models

1983 • 499 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

The empirical foundations of the arbitrage pricing theory

1988 • 388 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 369 citations

Mutual fund separation in financial theory—The separating distributions

1978 • 359 citations

A unified beta pricing theory

1984 • 333 citations

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 290 citations

The Arbitrage Pricing Theory: Is it Testable?

1982 • 256 citations

Factor pricing in a finite economy

1983 • 187 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 184 citations

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

1983 • 158 citations

A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

1983 • 155 citations

Yes, The APT Is Testable

1985 • 120 citations

Approximate Factor Structures: Interpretations and Implications for Empirical Tests

1985 • 31 citations