Aggregation, efficiency and mutual fund separation in incomplete 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

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Business, Finance, Financial Management +14

Liquidity Preference as Behavior Towards Risk

James Tobin · The Review of Economic Studies · 1958 · 3.9K citations

Business, Economics, Finance +11

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

Excess demand functions

Gérard Debreu · Journal of Mathematical Economics · 1974 · 743 citations