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References (21)

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

1970 • 15,798 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Discrete Multivariate Analysis: Theory and Practice.

1975 • 5,202 citations

Efficient Capital Markets: II

1991 • 5,145 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Mutual Fund Performance

1966 • 3,489 citations

Discrete Multivariate Analysis: Theory and Practice.

1976 • 1,835 citations

Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios

1993 • 911 citations

Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984

1989 • 664 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

Stocks, bonds, bills, and inflation yearbook

1993 • 385 citations

Professionally Managed, Publicly Traded Commodity Funds

1987 • 161 citations

Commodity futures as a hedge against inflation

1983 • 135 citations

Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis

1985 • 126 citations

Public futures funds

1985 • 33 citations

Futures fund performance: A test of the effectiveness of technical analysis

1986 • 29 citations

Commodity pool performance: Is the information contained in pool prospectuses useful?

1988 • 28 citations

Past investment performance

1980 • 17 citations

Modern Portfolio Theory and Investment Management

1983 • 9 citations

Managed futures : performance, evaluation and analysis of commodity funds, pools and accounts

1992 • 9 citations

A FURTHER EXAMINATION OF THE RISK/RETURN CHARACTERISTICS OF PORTFOLIOS COMBINING COMMODITY FUTURES CONTRACTS WITH COMMON STOCKS

1988 • 4 citations

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