Performance Hypothesis Testing with the Sharpe and Treynor Measures

An introduction to probability theory and its applications

1958 • 31,109 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Mutual Fund Performance

1966 • 3,489 citations

Measuring security price performance

1980 • 3,397 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

Tests of statistical hypotheses concerning several parameters when the number of observations is large

1943 • 2,079 citations

The Extreme Value Method for Estimating the Variance of the Rate of Return

1980 • 1,853 citations

Introduction to Multivariate Analysis

1983 • 1,836 citations

Special Information and Insider Trading

1974 • 1,307 citations

An Introduction to Probability Theory and Its Applications.

1958 • 1,300 citations

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

THE GENERALISED PRODUCT MOMENT DISTRIBUTION IN SAMPLES FROM A NORMAL MULTIVARIATE POPULATION

1928 • 1,044 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

Risk and return: The case of merging firms

1974 • 927 citations

An Introduction to Probability Theory and Its Applications, Vol. 1

1968 • 645 citations

DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY

1972 • 624 citations

Estimation for Markowitz Efficient Portfolios

1980 • 515 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

An application of a three-factor performance index to measure stockholder gains from merger

1978 • 340 citations

Components of Investment Performance

1972 • 336 citations

Dividend Announcements, Security Performance, and Capital Market Efficiency

1972 • 166 citations

Measuring portfolio performance and the empirical content of asset pricing models

1979 • 125 citations

Asymmetric information and portfolio performance measurement

1979 • 97 citations

Sample Size Bias and Sharpe's Performance Measure: A Note

1978 • 75 citations

An introduction to risk and return concepts and evidence

1973 • 52 citations

A reply to Mayers and Rice (1979)

1979 • 48 citations

On Obtaining Large-Sample Tests from Asymptotically Normal Estimators

1971 • 45 citations

Introduction to Multivariate Analysis

2021 • 29 citations

Investing in Securities: An Efficient Markets Approach.

1982 • 25 citations

The Mayers-Rice conjecture

1980 • 18 citations

THE RELATIVE EFFICIENCY OF VARIOUS PORTFOLIOS: SOME FURTHER EVIDENCE

1980 • 7 citations

The Effects of Sample Size and Correlation on the Accuracy of the EV Efficiency Criterion

1979 • 2 citations

The Relative Efficiency of Various Portfolios: Some Further Evidence

1980 • 2 citations