Evaluating Mutual Fund Performance

On Persistence in Mutual Fund Performance

1997 • 16,085 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

On Persistence in Mutual Fund Performance

1997 • 3,173 citations

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

2015 • 1,341 citations

Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios

1993 • 911 citations

The Persistence of Risk-Adjusted Mutual Fund Performance

1996 • 830 citations

Performance Persistence

1995 • 675 citations

Economic Significance of Predictable Variations in Stock Index Returns

1989 • 602 citations

Survivor Bias and Mutual Fund Performance

1996 • 585 citations

Measuring Fund Strategy and Performance in Changing Economic Conditions

1996 • 538 citations

The Performance of Mutual Funds in the Period 1945-1964

2002 • 367 citations

Differential Information and Performance Measurement Using a Security Market Line

1985 • 365 citations

Measuring Investment Performance in a Rational Expectations Equilibrium Model

1985 • 244 citations

The Variation of Economic Risk Premiums

1990 • 230 citations

Survivorship Bias and Mutual Fund Performance

1997 • 162 citations

The Analytics of Performance Measurement Using a Security Market Line

1985 • 120 citations

7. Multifactor Models Do Not Explain Deviations from the CAPM

2011 • 86 citations

Book-to-Market, Dividend Yield, and Expected Market Returns: A Time-Series Analysis

1995 • 85 citations

Assessing the Market Timing Performance of Managed Portfolios

1985 • 78 citations

Portfolio Performance Measurement: Theory and Applications

1996 • 60 citations