Benchmark Portfolio Inefficiency and Deviations from the Security Market Line

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

1977 • 3,099 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

Differential Information and Performance Measurement Using a Security Market Line

1985 • 365 citations

Risk and return in finance

1977 • 275 citations

Stocks, bonds, bills, and inflation : the past and the future

1982 • 178 citations

The Analytics of Performance Measurement Using a Security Market Line

1985 • 120 citations

Orthogonal Portfolios

1980 • 63 citations

Deleted Work

1955 • 0 citations