International Arbitrage Pricing Theory

The arbitrage theory of capital asset pricing

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

Business, Economics, Finance +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

Business, Economics, Finance +14

International Portfolio Choice and Corporation Finance: A Synthesis

M.S. Adler, Bernard Dumas · The Journal of Finance · 1983 · 1.4K citations

Business, Business Economics, Finance +14

An Empirical Investigation of the Arbitrage Pricing Theory

Richard Roll, Stephen A. Ross · The Journal of Finance · 1980 · 1.2K citations

Business, Economics, Finance +12

An equilibrium model of the international capital market

Bruno Solnik · Journal of Economic Theory · 1974 · 1.2K citations

Social Sciences, Business Economics, Economics +14