|
2019
|
Notes on the yield curve
|
Journal of Financial Economics
|
A
|
2
|
|
2017
|
Market selection
|
Journal of Economic Theory
|
A
|
4
|
|
2006
|
The Price Impact and Survival of Irrational Traders
|
Journal of Finance
|
A
|
4
|
|
2004
|
repec:bla:jfinan:v:59:y:2004:i:1:p:207-225
|
Journal of Finance
|
A
|
1
|
|
2003
|
High‐Water Marks and Hedge Fund Management Contracts
|
Journal of Finance
|
A
|
3
|
|
2001
|
Discussion
|
Journal of Finance
|
A
|
1
|
|
1999
|
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited
|
Journal of Financial and Quantitative Analysis
|
B
|
1
|
|
1997
|
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias
|
Review of Economics and Statistics
|
A
|
4
|
|
1995
|
Survival.
|
Journal of Finance
|
A
|
3
|
|
1994
|
On the Cross-sectional Relation between Expected Returns and Betas.
|
Journal of Finance
|
A
|
2
|
|
1991
|
Spanning, Valuation and Options.
|
Economic Theory
|
B
|
2
|
|
1989
|
repec:bla:jfinan:v:44:y:1989:i:1:p:1-17
|
Journal of Finance
|
A
|
1
|
|
1989
|
Institutional Markets, Financial Marketing, and Financial Innovation
|
Journal of Finance
|
A
|
1
|
|
1989
|
repec:bla:jfinan:v:44:y:1989:i:3:p:541-56
|
Journal of Finance
|
A
|
1
|
|
1987
|
The Interrelations of Finance and Economics: Theoretical Perspectives.
|
American Economic Review
|
S
|
1
|
|
1987
|
Arbitrage and Martingales with Taxation.
|
Journal of Political Economy
|
S
|
1
|
|
1986
|
Tax Clienteles and Asset Pricing.
|
Journal of Finance
|
A
|
2
|
|
1985
|
Differential Information and Performance Measurement Using a Security Market Line.
|
Journal of Finance
|
A
|
2
|
|
1985
|
The Analytics of Performance Measurement Using a Security Market Line.
|
Journal of Finance
|
A
|
2
|
|
1985
|
Yes, the APT Is Testable.
|
Journal of Finance
|
A
|
2
|
|
1985
|
Market Power in a Securities Market with Endogenous Information
|
Quarterly Journal of Economics
|
S
|
2
|
|
1985
|
Debt and Taxes and Uncertainty.
|
Journal of Finance
|
A
|
1
|
|
1984
|
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply.
|
Journal of Finance
|
A
|
2
|
|
1982
|
The Determination of Fair Profits for the Property-Liability Insurance Firm.
|
Journal of Finance
|
A
|
2
|
|
1981
|
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates.
|
Journal of Finance
|
A
|
3
|
|
1981
|
The relation between forward prices and futures prices
|
Journal of Financial Economics
|
A
|
3
|
|
1980
|
Present values and internal rates of return
|
Journal of Economic Theory
|
A
|
3
|
|
1980
|
An Analysis of Variable Rate Loan Contracts.
|
Journal of Finance
|
A
|
3
|
|
1980
|
An Empirical Investigation of the Arbitrage Pricing Theory.
|
Journal of Finance
|
A
|
2
|
|
1979
|
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem.
|
American Economic Review
|
S
|
1
|
|
1979
|
Option pricing: A simplified approach
|
Journal of Financial Economics
|
A
|
3
|
|
1978
|
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences.
|
Journal of Finance
|
A
|
1
|
|
1978
|
The Current Status of the Capital Asset Pricing Model (CAPM).
|
Journal of Finance
|
A
|
1
|
|
1978
|
Comments: Capital Asset Pricing in a General Equilibrium Framework
|
Journal of Financial and Quantitative Analysis
|
B
|
1
|
|
1978
|
Mutual fund separation in financial theory--The separating distributions
|
Journal of Economic Theory
|
A
|
1
|
|
1977
|
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues.
|
Journal of Finance
|
A
|
1
|
|
1977
|
Investments-Theoretical Issues: Discussion.
|
Journal of Finance
|
A
|
1
|
|
1977
|
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
1977
|
Comments on qualitative results for investment proportions
|
Journal of Financial Economics
|
A
|
2
|
|
1976
|
A Survey of Some New Results in Financial Option Pricing Theory.
|
Journal of Finance
|
A
|
2
|
|
1976
|
The arbitrage theory of capital asset pricing
|
Journal of Economic Theory
|
A
|
1
|
|
1976
|
The valuation of options for alternative stochastic processes
|
Journal of Financial Economics
|
A
|
2
|
|
1976
|
Options and Efficiency
|
Quarterly Journal of Economics
|
S
|
1
|
|
1975
|
Wage Determination, Inflation, and the Industrial Structure: Reply.
|
American Economic Review
|
S
|
2
|
|
1975
|
Pricing and Timing Decisions in Oligopoly Industries
|
Quarterly Journal of Economics
|
S
|
2
|
|
1975
|
Uncertainty and the Heterogeneous Capital Good Model
|
Review of Economic Studies
|
S
|
1
|
|
1974
|
Portfolio turnpike theorems for constant policies
|
Journal of Financial Economics
|
A
|
1
|
|
1973
|
The Economic Theory of Agency: The Principal's Problem.
|
American Economic Review
|
S
|
1
|
|
1973
|
Wage Determination, Inflation, and the Industrial Structure.
|
American Economic Review
|
S
|
2
|
|
1971
|
International capital movements and long run diversification
|
Journal of International Economics
|
A
|
2
|
|
1970
|
A Fisherian Approach to Trade, Capital Movements, and Tariffs.
|
American Economic Review
|
S
|
2
|