Forward and spot exchange rates

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

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

Arnold Zellner · Journal of the American Statistical Association · 1962 · 8.1K citations

Social Sciences, Business Economics, Economics +14

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

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16