Consumption Risk in Futures Markets

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

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

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

Business, Economics, Finance +14

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

An intertemporal asset pricing model with stochastic consumption and investment opportunities

Douglas T. Breeden · Journal of Financial Economics · 1979 · 2.8K citations

Business, Economics, Finance +16

Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums

Katherine Dusak · Journal of Political Economy · 1973 · 518 citations

Business, Economics, Finance +17