Financial markets and portfolio management · 2006 · 92 citations · 34 references
BusinessFinanceBehavioral FinanceDecision TheoryFinancial EconomicsInvestor PsychologyProspect EvaluationProspect ResearchProspect TheoryRisk AversionRisk-return AnalysisInvestor ProspectingProspect Theory ApplicationsProspect Theory Calibration
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Prospect Theory: An Analysis of Decision under Risk
Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
The relationship between return and market value of common stocks
Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations