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A Simple Model of Capital Market Equilibrium with Incomplete Information
The Journal of Finance · 1987 · Vol. 42(3) · pp. 483–510
Economic theories and modelsFinancial Markets and Investment StrategiesComplex Systems and Time Series AnalysisCitationPrologueSimple (philosophy)Mathematical economicsEconomicsLibrary scienceComputer sciencePhilosophyHistoryEpistemology
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References
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
Journal of Financial Economics · 1977 · 3,064 citations
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
The Journal of Finance · 1964 · 17,333 citations
Asset pricing and the bid-ask spread
Journal of Financial Economics · 1986 · 5,277 citations
The Framing of Decisions and the Psychology of Choice
Science · 1981 · 17,111 citations
Risk, Return, and Equilibrium: Empirical Tests
Journal of Political Economy · 1973 · 14,974 citations
The relationship between return and market value of common stocks
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RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
The Journal of Finance · 1977 · 3,580 citations
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