Portfolio Selection in a Log-Stable Market

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Probability theory

1963 • 6,095 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Utility Theory for Decision Making

1971 • 2,572 citations

Portfolio Analysis in a Stable Paretian Market

1965 • 478 citations

General Proof that Diversification Pays

1967 • 385 citations

Efficient Portfolio Selection for Pareto-Levy Investments

1967 • 118 citations