Concepedia

David M. Modest

DM

Statistics

Publications

14

Citations

2.1K

H-Index

14

Active since

1983

Affiliations

Azimuth (United States)(Current)

United States Securities and Exchange Commission

National Bureau of Economic Research

University of California, Berkeley

Columbia University

David M. Modest is an author at Azimuth (United States) specializing in economics, business, and finance.

Publications per year

1983–2008

14

Publications

14

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

Bruce N. Lehmann, David M. Modest · The Journal of Finance · 1987 · 598 citations

, , +15

The empirical foundations of the arbitrage pricing theory

Bruce N. Lehmann, David M. Modest · Journal of Financial Economics · 1988 · 376 citations

, , +14

Market Frictions and Consumption-Based Asset Pricing

Hua He, David M. Modest · Journal of Political Economy · 1995 · 249 citations

, , +13

Testing for market timing ability

Robert Cumby, David M. Modest · Journal of Financial Economics · 1987 · 240 citations

, , +7

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

David M. Modest, Mahadevan Sundaresan · Journal of Futures Markets · 1983 · 177 citations

, , +15

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