Quantitative Selection of Long-Short Hedge Funds

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

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

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

The Review of Economics and Statistics · 1965 · 6.9K citations

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The relationship between return and market value of common stocks

Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations

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The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

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Economic Forces and the Stock Market

Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations

Business, Economics, Finance +17