Session Topic: Capital Asset Pricing Models in an International Context

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

1964 • 15,720 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Internationally Diversified Portfolios: Welfare Gains and Capital Flows

1968 • 1,034 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

Statistical Methods of Econometrics.

1967 • 348 citations

THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN

1972 • 274 citations

A New Look at the Capital Asset Pricing Model

1973 • 147 citations

The Market Model Applied to European Common Stocks: Some Empirical Results

1974 • 101 citations

The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan

1972 • 101 citations

An International Market Model of Security Price Behavior

1974 • 58 citations

The Measurement of Systematic Risk for Securities and Portfolios: Some Empirical Results

1971 • 55 citations

A Mean-Variance Analysis of United States Long-Term Portfolio Foreign Investment

1970 • 53 citations

A Stock-Adjustment Analysis of Capital Movements: The United States-Canadian Case

1969 • 53 citations

IMPERFECTIONS IN INTERNATIONAL FINANCIAL MARKETS: IMPLICATIONS FOR RISK PREMIA AND THE COST OF CAPITAL TO FIRMS

1973 • 38 citations

THE RELATIONSHIP AMONG EQUITY MARKETS: COMMENT

1974 • 21 citations

The Relationship Among Equity Markets: Comment

1974 • 13 citations