Aggregate Performance of Mutual Funds, 1948-1967
Data up to Jan 2025
Total Citations Per Year
Abstract
References (21)
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
1964 • 15,720 citations
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…
1975 • 7,346 citations
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964
1968 • 4,463 citations
Liquidity Preference as Behavior Towards Risk
1958 • 3,747 citations
The Utility Analysis of Choices Involving Risk
1948 • 3,029 citations
SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*
1965 • 1,803 citations
Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios
1969 • 980 citations
Market and Industry Factors in Stock Price Behavior
1966 • 866 citations
Some New Stock-Market Indexes
1966 • 558 citations
Portfolio Analysis in a Stable Paretian Market
1965 • 478 citations
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
2001 • 326 citations
An Empirical Evaluation of Alternative Portfolio-Selection Models
1967 • 280 citations
The investment decision under uncertainty
1962 • 153 citations
RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE
1965 • 66 citations
PORTFOLIO SELECTION AND INVESTMENT PERFORMANCE
1965 • 48 citations
A Study of Mutual Funds.
1963 • 42 citations
Measurement of Investment Performance
1968 • 19 citations
Using Portfolio Composition to Estimate Risk
1968 • 17 citations
The Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion
1968 • 13 citations
The "Reward-to-Variability" Ratio and Mutual Fund Performance
1966 • 11 citations
THE MEASUREMENT AND USE OF PORTFOLIO SYSTEMATIC RISK*
1971 • 6 citations