SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

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

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

Business, Economics, Finance +17

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

Business, Economics, Finance +17

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

William F. Sharpe · The Journal of Finance · 1964 · 7.5K 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

Business, Finance, Risk Management +17

Risk Aversion in the Small and in the Large

John W. Pratt · Econometrica · 1964 · 4.9K citations

Business, Economics, Insurance +15