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The Market Portfolio May Be Mean/Variance Efficient After All
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Simultaneous Statistical Inference
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A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
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On the exclusion of assets from tests of the two-parameter model
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Potential performance and tests of portfolio efficiency
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Multivariate tests of financial models
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Multivariate tests of the zero-beta CAPM
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On correlations and inferences about mean-variance efficiency
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Small sample tests of portfolio efficiency
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Systematic risk, total risk and size as determinants of stock market returns
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Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
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CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
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SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*
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THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES
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Capital Asset Pricing Compatible with Observed Market Value Weights
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Using Generalized Method of Moments to Test Mean-Variance Efficiency
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The Cross-Section of Expected Stock Returns
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When Will Mean-Variance Efficient Portfolios be Well Diversified?
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On the Cross-Sectional Relation between Expected Returns and Betas
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Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints
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A Test of the Efficiency of a Given Portfolio
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The Capital Asset Pricing Model: Theory and Empiricism
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An Analytic Derivation of the Efficient Portfolio Frontier
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A New Empirical Perspective on the CAPM
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Distributions in Statistics: Continuous Multivariate Distributions.
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Expected Utility Asset Allocation
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A test of the CAPM via a confidence level approach*
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