Asset Allocation Publications

Publications in Asset Allocation

Explore the most influential research papers and scholarly works that have shaped Asset Allocation. Use the concept filter below to focus on a specific sub-area of research.

Asset Allocation

Publications

515.3K

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
Common risk factors in the returns on stocks and bonds Eugene F. Fama, Kenneth R. French Journal of Financial Economics EconomicsFinancial EconomicsAsset PricingCommon Risk FactorsFinancial Risk Management	1993	27.2K
On Persistence in Mutual Fund Performance Mark M. Carhart The Journal of Finance Asset AllocationPortfolio ManagementEquity PortfoliosAsset PricingCorporate Risk Management	1997	16.7K
Asset Stock Accumulation and Sustainability of Competitive Advantage Ingemar Dierickx, Karel Cool Management Science Resource-based ViewFinancial EconomicsAsset Stock AccumulationManagementBusiness	1989	8.3K
A five-factor asset pricing model Eugene F. Fama, Kenneth R. French Journal of Financial Economics EconomicsFinancial EconomicsAsset PricingBusinessEconomic Analysis	2014	7.5K
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk William F. Sharpe The Journal of Finance EconomicsFinancial EconomicsAsset PricingFinancial Risk ManagementMarket Equilibrium	1964	7.5K
An Intertemporal Capital Asset Pricing Model Robert C. Merton Econometrica EconomicsCapital Asset PricingFinancial EconomicsAsset PricingPortfolio Selection	1973	6.7K
Modeling and Forecasting Realized Volatility Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Econometrica Forecasting MethodologyVolatility ModelingEngineeringMacroeconomic ForecastingAsset Allocation	2003	3.9K
On Persistence in Mutual Fund Performance Mark M. Carhart The Journal of Finance Financial EconomicsAsset PricingEquity PortfoliosFund ManagementAccounting	1997	3.1K
Modern Portfolio Theory and Investment Analysis. Keith Smith, Edwin J. Elton, M. J. Gruber The Journal of Finance Portfolio OptimizationClassic BookAsset PricingPortfolio SelectionAccounting	1982	3.1K
Dynamic Asset Pricing Theory. Jonathan E. Ingersoll, Darrell Duffie The Journal of Finance EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingBlack-scholes Model	1993	3.1K
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks Kent Daniel, Mark Grinblatt, Sheridan Titman, The Journal of Finance Asset AllocationPortfolio ManagementMutual Fund HoldingsPortfolio ChoiceSelectivity Ability	1997	3K
Conditional Skewness in Asset Pricing Tests Campbell R. Harvey, Akhtar R. Siddique The Journal of Finance Empirical FinanceInvestment StrategyEconomicsFinancial EconomicsAsset Pricing	2000	2.9K

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