Journal of Risk & Insurance · 1985 · 116 citations · 22 references
J. David Cummins, Scott Harrington, Property-Liability Insurance Rate Regulation: Estimation of Underwriting Betas Using Quarterly Profit Data, The Journal of Risk and Insurance, Vol. 52, No. 1 (Mar., 1985), pp. 16-43
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The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.1K citations
Eugene F. Fama, G. William Schwert · Journal of Financial Economics · 1977 · 2.7K citations