Hedge Funds with Style

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

The Performance of Mutual Funds in the Period 1945-1964

1968 • 1,763 citations

Asset allocation

1992 • 1,628 citations

Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

1989 • 1,430 citations

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

1997 • 1,349 citations

The Performance of Hedge Funds: Risk, Return, and Incentives

1999 • 1,170 citations

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

1993 • 911 citations

Performance measurement with the arbitrage pricing theory

1986 • 739 citations

Contrarian Investment, Extrapolation, and Risk

1994 • 629 citations

Multi-Period Performance Persistence Analysis of Hedge Funds

2000 • 611 citations

Offshore Hedge Funds: Survival and Performance, 1989–95

1999 • 532 citations

Mutual fund styles

1997 • 498 citations

Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry

2001 • 461 citations

The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

1958 • 282 citations

Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

1960 • 258 citations

Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

1987 • 144 citations

The Number of Factors in Security Returns

1989 • 125 citations

The Analytics of Performance Measurement Using a Security Market Line

1985 • 120 citations

The Analytics of Performance Measurement Using a Security Market Line

1985 • 34 citations