The Interdependent Structure of Security Returns

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

1970 • 15,798 citations

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

1964 • 15,720 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Portfolio Selection: Efficient Diversification of Investments.

1962 • 3,736 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

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

1969 • 980 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

SOME ESTIMATES OF THE COST OF CAPITAL TO THE ELECTRIC UTILITY INDUSTRY, 1954-57

1966 • 592 citations

Risk, Return, and Equilibrium

1971 • 576 citations

Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations

1962 • 294 citations

An Empirical Evaluation of Alternative Portfolio-Selection Models

1967 • 280 citations

Financial Policy and Market Expectations

1972 • 147 citations

Improved Forecasting Through the Design of Homogeneous Groups

1971 • 66 citations

A NOTE ON THE SIMULTANEOUS NATURE OF FINANCE METHODOLOGY

1972 • 10 citations