On Persistence in Mutual Fund Performance

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1993 • 10,751 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 Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

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1996 • 6,381 citations

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1974 • 6,029 citations

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1996 • 1,677 citations

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1989 • 1,430 citations

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1995 • 1,361 citations

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1992 • 1,161 citations

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1993 • 1,152 citations

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

1994 • 1,122 citations

The Persistence of Mutual Fund Performance

1992 • 983 citations

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1969 • 980 citations

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The Persistence of Risk-Adjusted Mutual Fund Performance

1996 • 830 citations

Performance Persistence

1995 • 675 citations

Do Winners Repeat?

1994 • 597 citations

Survivor Bias and Mutual Fund Performance

1996 • 585 citations

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1996 • 252 citations

Parallels Between the Cross-Sectional Predictability of Stock and Country Returns

1997 • 220 citations

Portfolio Performance Measurement: Theory and Applications

1998 • 205 citations

Do Winners Repeat? Patterns in Mutual Fund Behavior

1990 • 68 citations