Concepedia

Portfolio Efficient Sets

Philip H. Dybvig, Stephen A. Ross

Econometrica · 1982 · 77 citations · 6 references

DOI

References

6

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations

, , +14

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

Richard Roll · Journal of Financial Economics · 1977 · 3.1K citations

, , +14

A Simple Approach to the Valuation of Risky Streams

Stephen A. Ross · The Journal of Business · 1978 · 593 citations

, , +17

Mutual fund separation in financial theory—The separating distributions

Stephen A. Ross · Journal of Economic Theory · 1978 · 355 citations

, , +13

THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES

Stephen A. Ross · The Journal of Finance · 1977 · 219 citations

, , +13