On Timing and Selectivity

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

2015 • 1,341 citations

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

1981 • 1,280 citations

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

1985 • 821 citations

Performance measurement with the arbitrage pricing theory

1986 • 739 citations

On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

2011 • 555 citations

On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts

1981 • 495 citations

Differential Information and Performance Measurement Using a Security Market Line

1985 • 365 citations

Components of Investment Performance

1972 • 336 citations

Measuring Investment Performance in a Rational Expectations Equilibrium Model

1985 • 244 citations

The Market-Timing Performance of Mutual Fund Managers

1983 • 236 citations

Mathematical Methods in Investment and Finance

1975 • 210 citations

The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency

1979 • 173 citations

Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis

1985 • 126 citations

Measuring portfolio performance and the empirical content of asset pricing models

1979 • 125 citations

The Analytics of Performance Measurement Using a Security Market Line

1985 • 120 citations

Deleted Work

1955 • 0 citations