The majority of the articles below are linked in a box off to the left. Please email firstname.lastname@example.org for the password (same for all articles).
Some articles below have been linked directly; click on the link to read the article.
Risk and Return:
The Persistence of Risk: Stocks versus Bonds over the Long Term, Martin L. Leibowitz and William S. Krasker, Financial Analysts Journal , Vol. 44, No. 6 (Nov. - Dec., 1988) , pp. 40-47
"Portfolio Theory versus Portfolio Practice", Richard Brealey, Journal of Portfolio Management, Summer 1990, 6-10.
Why Not Diversify Internationally Rather than Domestically? Bruno H. Solnik,Financial Analysts Journal, Vol. 51, No. 1, 50 Years in Review (Jan. - Feb., 1995), pp. 89-94
"The Capital Asset Pricing Model and the Market Model", Barr Rosenberg, Journal of Portfolio Management, Winter 1981
"Beta and Return", Fisher Black, Journal of Portfolio Management, Fall 1993.
"In Defense of Beta", S.P Kothari and Jay Shanken, Journal of Applied Corporate Finance, Spring 1995, 53-58.
"Sorting Out Risks Using Known APT Factors", Berry, Burmeister, and McElroy, Financial Analysts Journal, vol 44, no 2, 1988 March-April.
Market Efficiency and Empirical Evidence on Security Returns:
“The Efficient Market Theory Thrives on Criticism”, Dwight Lee and James Verbrugge,Journal of Applied Corporate Finance, Vol. 9, No. 1, Fall 1996, 35-40."
"The Theory of Stock Market Efficiency: Accomplishments and Limitations", Ray Ball, Journal of Applied Corporate Finance, Spring 1995, 4-17.
"How Rational Investors Deal with Uncertainty (Or Reports of the Death of Efficient Markets are Greatly Exaggerated)", Keith Brown, W. Harlow, and Seha Tinic, Journal of Applied Corporate Finance, Fall 1989, 45-58.
"I've Got the Horse Right Here: Sports Betting and Market Efficiency", Martin Fridson, Journal of Applied Corporate Finance, Summer 1993, 88-95.