Beta as a Random Coefficient

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

1964 • 15,720 citations

Principles of Econometrics

1973 • 3,349 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 THE ASSESSMENT OF RISK

1971 • 736 citations

Some Estimators for a Linear Model With Random Coefficients

1968 • 504 citations

Statistical Inference in Random Coefficient Regression Models

1971 • 474 citations

STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS

1977 • 297 citations

THE ADJUSTMENT OF BETA FORECASTS

1975 • 143 citations

Tests of an Adaptive Regression Model

1973 • 60 citations

The Measurement of Systematic Risk for Securities and Portfolios: Some Empirical Results

1971 • 55 citations

PORTFOLIO THEORY WHEN INVESTMENT RELATIVES ARE LOGNORMALLY DISTRIBUTED

1974 • 44 citations

Analysis of Equity Returns: A Survey with Extensions

1977 • 3 citations