Portfolio Inefficiency and the Cross-Section of Expected Returns

The Cross-Section of Expected Stock Returns

1992 • 5,405 citations

On the Estimation of Beta-Pricing Models

1992 • 1,685 citations

Multivariate tests of the zero-beta CAPM

1985 • 460 citations

On correlations and inferences about mean-variance efficiency

1987 • 165 citations

On the Cross-Sectional Relation between Expected Returns and Betas

1994 • 123 citations

The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues

1977 • 63 citations

Further Evidence on the Risk-Return Relationship

2002 • 50 citations

A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency

1985 • 49 citations