The Analytics of Performance Measurement Using a Security Market Line

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

1964 • 15,720 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Using daily stock returns

1985 • 6,463 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Measuring security price performance

1980 • 3,397 citations

The Adjustment of Stock Prices to New Information

1969 • 3,289 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

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

1977 • 3,099 citations

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

2015 • 1,341 citations

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

1981 • 1,280 citations

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

On the aggregation of information in competitive markets

1980 • 1,192 citations

Information aggregation in a noisy rational expectations economy

1981 • 1,135 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

1983 • 950 citations

TIMS Studies in the management sciences

1983 • 701 citations

Multivariate tests of financial models

1982 • 632 citations

On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts

1981 • 495 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

Measurement of Portfolio Performance Under Uncertainty

1970 • 392 citations

Differential Information and Performance Measurement Using a Security Market Line

1985 • 365 citations

Risk and return in finance

1977 • 275 citations

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

1977 • 209 citations

Measuring portfolio performance and the empirical content of asset pricing models

1979 • 125 citations

Asymmetric information and portfolio performance measurement

1979 • 97 citations

Orthogonal Portfolios

1980 • 63 citations

Benchmark Portfolio Inefficiency and Deviations from the Security Market Line

1986 • 60 citations

A reply to Mayers and Rice (1979)

1979 • 48 citations

On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio

1984 • 39 citations

Benchmark Portfolio Inefficiency and Deviations from the Security Market Line

1986 • 20 citations

The Mayers-Rice conjecture

1980 • 18 citations

The Theory of the Trading Firm Revisited: Discussion

1978 • 6 citations

Deleted Work

1955 • 0 citations