TEST OF PORTFOLIO BUILDING RULES

The Behavior of Stock-Market Prices

1965 • 8,575 citations

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

1964 • 7,201 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

Portfolio Selection: Efficient Diversification of Investments.

1962 • 3,736 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

The Random Character of Stock Market Prices.

1965 • 331 citations

An Empirical Evaluation of Alternative Portfolio-Selection Models

1967 • 280 citations

Diversification and the Reduction of Dispersion: An Empirical Analysis

1968 • 231 citations

Rates of Return on Investments in Common Stocks

1964 • 145 citations

Geometric Mean Approximations of Individual Security and Portfolio Performance

1969 • 108 citations

CRITERIA FOR PORTFOLIO BUILDING

1967 • 69 citations

PORTFOLIO SELECTION AND INVESTMENT PERFORMANCE

1965 • 48 citations

Portfolio Balance Models in Perspective: Some Generalizations that Can be Derived from the Two-Asset Case

1967 • 19 citations

The Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion

1968 • 13 citations

An Analysis of Common Stock Price Ratios

1967 • 12 citations