THE CAPITAL ASSET PRICING MODEL: A “Multi-Beta” Interpretation

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

1964 • 15,720 citations

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…

1975 • 7,346 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

Studies in the Theory of Capital Markets.

1973 • 644 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

A Model of Capital Asset Risk

1972 • 72 citations

Bias in Fitting the Sharpe Model to Time Series Data

1969 • 61 citations