Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

Investment under Uncertainty

1994 • 8,201 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Implications of Security Market Data for Models of Dynamic Economies

1991 • 1,158 citations

The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

1987 • 1,016 citations

Option Pricing and Replication with Transactions Costs

1985 • 805 citations

Optimal Investment with Costly Reversibility

1996 • 629 citations

Multifactor models do not explain deviations from the CAPM

1995 • 586 citations

Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case

1991 • 473 citations

Gain, Loss, and Asset Pricing

2000 • 456 citations

Asset Pricing in Economies with Frictions

1996 • 323 citations

Portfolio Inefficiency and the Cross‐section of Expected Returns

1995 • 249 citations

Econometric Evaluation of Asset Pricing Models

1995 • 214 citations

Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

1985 • 170 citations

On Option Pricing Bounds

1985 • 168 citations

The Current State of the Arbitrage Pricing Theory

1992 • 90 citations