Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach

Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage

1987 • 1,070 citations

Portfolio Performance Evaluation: Old Issues and New Insights

1989 • 622 citations

Mean‐Variance Spanning

1987 • 564 citations

Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

1992 • 560 citations

Evaluating the Performance of International Mutual Funds

1990 • 396 citations

Mutual fund separation in financial theory—The separating distributions

1978 • 359 citations

Diversification, Integration and Emerging Market Closed‐End Funds

1996 • 358 citations

A contingent claim approach to performance evaluation

1994 • 273 citations

Returns to Speculators and the Theory of Normal Backwardation

1985 • 235 citations

Efficient Asset Portfolios and the Theory of Normal Backwardation

1983 • 232 citations

General Tests of Latent Variable Models and Mean‐Variance Spanning

1993 • 107 citations