“MARKET TIMING AND PORTFOLIO MANAGEMENT”
Data up to Jan 2025
Total Citations Per Year
Abstract
References (19)
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
1964 • 15,720 citations
An Introduction to Multivariate Statistical Analysis
1986 • 9,529 citations
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964
1968 • 4,463 citations
Introduction to Multivariate Statistical Analysis.
1959 • 3,939 citations
Mutual Fund Performance
1966 • 3,489 citations
The Capital Asset Pricing Model: Some Empirical Tests
1972 • 2,784 citations
The Performance of Mutual Funds in the Period 1945-1964
1968 • 1,763 citations
On the Exact Variance of Products
1960 • 1,382 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
On the Exact Covariance of Products of Random Variables
1969 • 407 citations
Measurement of Portfolio Performance Under Uncertainty
1970 • 392 citations
Components of Investment Performance
1972 • 336 citations
Likely Gains from Market Timing
1975 • 134 citations
PORTFOLIO PERFORMANCE AND THE “COST” OF TIMING DECISIONS
1977 • 105 citations
Portfolio Selection in a Dynamic and Uncertain World
1972 • 25 citations
Portfolio Selection in a Dynamic and Uncertain World
1973 • 22 citations
The Measurement of Portfolio Risk Exposure.
1973 • 22 citations
Mathematical models in investment and finance
1973 • 12 citations