Potential performance and tests of portfolio efficiency

Continuous Univariate Distributions.

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THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Liquidity Preference as Behavior Towards Risk

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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

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

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

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Introduction to Multivariate Analysis

1983 • 1,836 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

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Multivariate Statistical Methods.

1969 • 1,253 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

Performance Hypothesis Testing with the Sharpe and Treynor Measures

1981 • 799 citations

Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation

1948 • 696 citations

Multivariate tests of financial models

1982 • 632 citations

On a Heuristic Method of Test Construction and its use in Multivariate Analysis

1953 • 614 citations

Estimation for Markowitz Efficient Portfolios

1980 • 515 citations

Statistical inference

1970 • 463 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note

1982 • 310 citations

Further aspects of the theory of multiple regression

1938 • 309 citations

THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES

1977 • 209 citations

An asymptotic expansion of the distribution of Wilk's criterion

1951 • 149 citations

Linear Statistical Inferences and Its Applications

1975 • 77 citations

A Multivariate Linear Regression Test for the Arbitrage Pricing Theory

1982 • 39 citations

Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software

1983 • 31 citations

Testing for Zero Intercept in Multivariate Normal Regression Using the Univariate Multiple-RegressionFTest

1982 • 6 citations