Diversification in a Three-Moment World

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

1964 • 15,720 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Introduction to Multivariate Statistical Analysis.

1959 • 3,939 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

1976 • 1,562 citations

Biometrika Tables for Statisticians

1967 • 1,460 citations

Introduction to Multivariate Statistical Analysis

1959 • 1,411 citations

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

Skewness Preference and the Valuation of Risk Assets

1976 • 750 citations

RISK AND THE REQUIRED RETURN ON EQUITY

1967 • 646 citations

DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*

1968 • 502 citations

Biometrika Tables for Statisticians.

1967 • 450 citations

THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS

1975 • 402 citations

The Asset Structure of Individual Portfolios and Some Implications for Utility Functions

1975 • 398 citations

The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money

1989 • 367 citations

Diversification and the Reduction of Dispersion: An Empirical Analysis

1968 • 231 citations

The Extension of Portfolio Analysis to Three or More Parameters

1971 • 185 citations

Applied General Statistics.

1971 • 165 citations

Another Look at Mutual Fund Performance

1971 • 159 citations

Efficient Portfolio Selection with Quadratic and Cubic Utility

1970 • 144 citations

PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS: THE MULTIPERIOD CASE†

1975 • 132 citations

Applied General Statistics.

1957 • 113 citations

Risk and the Required Return on Equity

1967 • 113 citations

Portfolio Efficiency Analysis in Three Moments: The Multiperiod Case

1975 • 79 citations

More on Multidimensional Portfolio Analysis

1973 • 71 citations

The Rationale of the Mean-Standard Deviation Analysis: Comment

1974 • 68 citations

Skewness and Investors' Decisions

1975 • 57 citations

A NOTE ON THE RETURN BEHAVIOR OF HIGH RISK COMMON STOCKS

1974 • 47 citations

Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns

1974 • 42 citations

Indirect versus Direct Diversification

1974 • 36 citations

Skewness and Investors' Decisions: A Reply

1975 • 32 citations

The Rationale of the Mean-Standard Deviation Analysis: Reply and Errata for Original Article

1974 • 32 citations

The Rationale of the Mean-Standard Deviation Analysis: Comment

2016 • 30 citations

A NOTE ON SKEWNESS AND DATA ERRORS

1978 • 23 citations

The Rationale of the Mean-Standard Deviation Analysis: Comment

1974 • 17 citations

A Note on the Return Behavior of High Risk Common Stocks

1974 • 14 citations

Risk and Return in CBOE and AMEX Option Trading

1975 • 12 citations

A Note on Skewness and Data Errors

1978 • 5 citations