Risk Adjustment

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

1965 • 7,112 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

A Simple Model of Capital Market Equilibrium with Incomplete Information

1987 • 5,293 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

The American Economic Review

2013 • 2,909 citations

Safety First and the Holding of Assets

1952 • 2,505 citations

Mean-Variance Analysis in Portfolio Choice and Capital Markets.

1989 • 1,225 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations