Some Results in the Theory of Arbitrage Pricing

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

Introduction to Matrix Analysis

1960 • 3,059 citations

Theory of matrices

1969 • 2,748 citations

Introduction to matrix analysis

1960 • 2,268 citations

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

1983 • 950 citations

A characterization of the distributions that imply mean—Variance utility functions

1983 • 452 citations

Mutual fund separation in financial theory—The separating distributions

1978 • 359 citations

A unified beta pricing theory

1984 • 333 citations

A simple approach to arbitrage pricing theory

1982 • 281 citations

Risk and return in finance

1977 • 275 citations

Factor pricing in a finite economy

1983 • 187 citations

An explicit bound on individual assets' deviations from APT pricing in a finite economy

1983 • 158 citations

Financial Economics: Essays in Honor of Paul Cootner

1988 • 141 citations

Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note

1983 • 89 citations

Arbitrage pricing with information

1983 • 73 citations