Asymmetric information and portfolio performance measurement

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

Foundations of Finance.

1977 • 1,197 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

Mathematical Methods in Investment and Finance

1975 • 210 citations

Market "Efficiency" in a Market with Heterogeneous Information

1978 • 156 citations

Measuring portfolio performance and the empirical content of asset pricing models

1979 • 125 citations

Ambiguity when Performance is Measured by the Securities Market Line

1978 • 102 citations

Divergent rational expectations equilibrium in a dynamic model of a futures market

1978 • 21 citations