References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
• 1952Portfolio Selection4,609 cited
• 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
• 1989A Test of the Efficiency of a Given Portfolio2,369 cited
• 2003Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps1,471 cited
• 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
• 2000Characteristics, Covariances, and Average Returns: 1929 to 19971,100 cited
• 1966Market and Industry Factors in Stock Price Behavior838 cited
• 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns773 cited
• 1995Multifactor models do not explain deviations from the CAPM571 cited
• 1988Risk and return in an equilibrium APT535 cited
• 1970The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds434 cited
• 1978Mutual fund separation in financial theory—The separating distributions