Risk Decomposition: Variance or Standard Deviation--A Reexamination and Extension

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

1964 • 15,720 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 in a Capital Asset Market

1966 • 4,832 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

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY

1973 • 526 citations

A Comparative Statics Analysis of Risk Premiums

1973 • 141 citations

Total Risk, Diversifiable Risk and Nondiversifiable Risk: A Pedagogic Note

1980 • 42 citations

A New Statement of the Extended Capital Asset Pricing Model

1984 • 1 citations