Default Risk in a General Equilibrium Asset Economy with Incomplete Markets

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

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

1958 • 15,488 citations

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…

1975 • 7,346 citations

Equilibrium with Transaction Costs

1971 • 294 citations

Problems in the Theory of Markets under Uncertainty

1970 • 82 citations

Corporate Investment and Finance Theory in Competitive Equilibrium*

1974 • 18 citations

Monopolistic Competition and the Capital Market

1989 • 12 citations