Market Timing and Mutual Fund Investment Performance

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

2015 • 1,341 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

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

1969 • 980 citations

Market Timing and Mutual Fund Performance: An Empirical Investigation

1984 • 669 citations

On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

2011 • 555 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

Components of Investment Performance

1972 • 336 citations

Mathematical Methods in Investment and Finance

1975 • 210 citations

The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency

1979 • 173 citations

ESTIMATION OF TIME‐VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION

1978 • 117 citations

Nonstationarity and Evaluation of Mutual Fund Performance

1980 • 53 citations