Mutual Fund Styles

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Clustering Algorithms

1975 • 6,014 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Measuring Fund Strategy and Performance in Changing Economic Conditions

1996 • 1,677 citations

Asset allocation

1992 • 1,628 citations

Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

1989 • 1,430 citations

Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior

1995 • 1,361 citations

Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry

1996 • 1,310 citations

Survivorship Bias in Performance Studies

1992 • 1,161 citations

Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns

1993 • 858 citations

Performance measurement with the arbitrage pricing theory

1986 • 739 citations

Do Winners Repeat?

1994 • 597 citations

COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS

1997 • 539 citations

Estimating Mixtures of Normal Distributions and Switching Regressions

1978 • 489 citations

Mutual Fund Misclassification: Evidence Based on Style Analysis

1997 • 161 citations

The attributes, behavior, and performance of U.S. mutual funds

1991 • 130 citations

The Analytics of Performance Measurement Using a Security Market Line

1985 • 120 citations

Sorting Out Risks Using Known APT Factors

1988 • 117 citations

Clustering Methods for Real Estate Portfolios

1995 • 85 citations

Homogeneous Groups and the Testing of Economic Hypotheses

1970 • 84 citations

Equity Style Classifications

1995 • 80 citations

Hot Hands in Mutual Funds: The Persistence of Performance, 1974-87

1990 • 58 citations

Attrition and Mutual Fund Performance

1993 • 56 citations

Homogeneous Groupings of Metropolitan Housing Markets

1994 • 56 citations

Using generic benchmarks to present manager styles

1991 • 37 citations