2015 · 11 citations · 17 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceAsset PricesAsset Pricing TheoryAsset Return ModelingCapital Asset PricingCapital Asset Pricing ModelCapital MarketsAsset Pricing TestsCapital Market TheoryConditional Capital Asset Pricing ModelEquilibrium Asset PricingZero-beta Capital Asset Pricing Model
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The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
The relationship between return and market value of common stocks
Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations
Portfolio Selection: Efficient Diversification of Investments
Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations