Generalized two parameter asset pricing models

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Multivariate Statistical Methods

2008 • 5,797 citations

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

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

1976 • 1,562 citations

Multivariate Statistical Methods.

1969 • 1,253 citations

Foundations of Finance.

1977 • 1,197 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations

THE DEMAND FOR RISKY ASSETS

1977 • 977 citations

Multivariate Statistical Methods.

1968 • 794 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

An aggregation theorem for securities markets

1974 • 507 citations

Measurement of Portfolio Performance Under Uncertainty

1970 • 392 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

1976 • 235 citations

Capital Markets: Theory and Evidence

1972 • 229 citations

Portfolio Theory: A Step Toward Its Practical Application

1970 • 214 citations

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

1977 • 209 citations

A New Look at the Capital Asset Pricing Model

1973 • 147 citations

Convergence to isoelastic utility and policy in multiperiod portfolio choice

1974 • 105 citations

EVIDENCE ON THE “GROWTH-OPTIMUM” MODEL

1973 • 79 citations

MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY†

1975 • 72 citations

The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues

1977 • 63 citations

A feasible conjugate-direction method to solve linearly constrained minimization problems

1975 • 53 citations

LONG‐TERM GROWTH IN A SHORT‐TERM MARKET

1974 • 42 citations

Market Equilibrium in a Multiperiod State Preference Model with Logarithmic Utility

1975 • 27 citations

Evidence on the "Growth-Optimum" Model

1973 • 20 citations

Long-Term Growth in a Short-Term Market

1974 • 9 citations

The Capital Asset Pricing Model: Some Open and Closed Ends

1974 • 9 citations

The Inference of Tastes and Beliefs from Bond and Stock Market Data

1978 • 7 citations

Beta as a Measure of Risk in Linear Risk Tolerance Economies

1976 • 1 citations