Digital Portfolio Theory

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

The Cost of Capital, Corporation Finance and the Theory of Investment

Merton H. Miller · American Economic Review · 1958 · 15K citations

Business, Business Economics, Economics +15

The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms

P. D. Welch · IEEE Transactions on Audio and Electroacoustics · 1967 · 12K citations

Engineering, Electrical Engineering, Statistical Computing +16

The American Economic Review

American Economic Review · 2013 · 8.3K citations

Social Sciences, Economics, Macroeconomics +3

On the use of windows for harmonic analysis with the discrete Fourier transform

F.J. Harris · Proceedings of the IEEE · 1978 · 7.2K citations

Engineering, Computer Science, Electrical Engineering +15