The CAPM
Intertemporal CAPM – Merton
Consumption CAPM – Breeden
Change in Risk Aversion
Perspectives on the Equity Risk Premium – Siegel (Required)
The CAPM – Theory and Evidence – Fama/French (Required)
Equity Risk Premium – Review of Models – Fed Report
The Empirical Performance of Equity Premium Predictors – Goyal and Welch 2008
Results of a 2022 Survey Regarding the Risk-free Rate and Market-risk Premium (Required)

Links to a free book (chapter by chapter) that you might find interesting. The author is highly critical of what has been traditionally taught.

Multifactor Models
APT Factors – Chen, Roll, and Ross
Fama – French 92 paper
Fama – French 93 Paper
Three Centuries of Asset Pricing – Dimson and Massavian
New Facts in Finance – Cochrane (Required)
Fama Interview in FAJ 
Portfolio Advice for a Multifactor World – Cochrane
Understanding Risk and Return, the CAPM, and the FF3 Model (Required)
Fama French 5 Factor Model

Momentum
Momentum 1993
Momentum 1999
Momentum 2001
Weekly Momentum Kelly and Gutierrez
Long Term Momentum – DeBondt and Thaler
Understanding Momentum – Campbell (Required)

Asset Allocation and Money Management
Cochrane – Discount Rates 2011
Asset Allocation
Determinants of Portfolio Performance
Determinants of Portfolio Performance – an update
Measuring Mutual Fund Perfomance
The Cost of Active Investing – French
Hedge Funds – Stultz
Hedge Funds with Style

Market Efficiency and Behavioral Finance
Grossman-Stiglitz 1980
Behavioral Finance by Ritter
WSJ article – Behavioral Finance and 401(k)s
The Efficient Markets Hypothesis and Its Critics – Malkiel 
Limits to Arbitrage
Behavioral Finance – De Bondt et all (Required)