The Number of Factors in Security Returns

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Portfolio Selection: Efficient Diversification of Investments.

1962 • 3,736 citations

Stable Factors in Security Returns: Identification Using Cross-Validation

1988 • 59 citations

An empirical investigation into arbitrage and approximate K-factor structure on large asset markets

1984 • 8 citations