On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio

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

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

Foundations of Finance.

1977 • 1,197 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations

TIMS Studies in the management sciences

1983 • 701 citations

Multivariate tests of financial models

1982 • 632 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES

1977 • 209 citations

Orthogonal Portfolios

1980 • 63 citations