Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

Simultaneous Statistical Inference

1981 • 5,665 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

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

1969 • 980 citations

Portfolio Performance Evaluation: Old Issues and New Insights

1989 • 622 citations

Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

1987 • 612 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

The empirical foundations of the arbitrage pricing theory

1988 • 388 citations

Differential Information and Performance Measurement Using a Security Market Line

1985 • 365 citations

The value line enigma (1965–1978)

1982 • 243 citations

Mathematical Methods in Investment and Finance

1975 • 210 citations

The Relation Between Mean-Variance Efficiency and Arbitrage Pricing

1987 • 161 citations

Objectives and Performance of Mutual Funds, 1960-1969

1974 • 146 citations