Journal of Economic Theory · 1976 · 7.2K citations · 11 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPricing TheoryArbitrage PricingAsset PricesAsset Pricing TheoryCapital Asset PricingCapital Asset Pricing ModelCapital MarketsArbitrage FrictionsArbitrage Pricing Theory TestsArbitrage-free PricingCapital Market TheoryNo-arbitrage Conditions
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Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1964 · 4.9K citations
Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1976 · 4.7K citations
Capital Market Equilibrium with Restricted Borrowing
Fischer Black · The Journal of Business · 1972 · 3.2K citations