References

• 1965The Behavior of Stock-Market Prices8,707 cited
• 1963The Variation of Certain Speculative Prices4,851 cited
• 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
• 1980On estimating the expected return on the market2,818 cited
• 1989A Test of the Efficiency of a Given Portfolio2,369 cited
• 1992On the Estimation of Beta-Pricing Models1,615 cited
• 1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
• 1972An Analytic Derivation of the Efficient Portfolio Frontier1,039 cited
• 1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
• 1987Mean-Variance Spanning590 cited
• 1990Implications of Security Market Data for Models of Dynamic Economies498 cited
• 1999The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights472 cited
• 1999Can the Gains from International Diversification Be Achieved without Trading Abroad?365 cited
• 1996Diversification, Integration and Emerging Market Closed‐End Funds363 cited
• 1991Using Generalized Method of Moments to Test Mean-Variance Efficiency