Concepedia

Portfolio Return Performance

Portfolio Return Performance is a financial evaluation metric that quantifies the aggregate return generated by a collection of investment assets over a specified period, distinguishing itself from other performance measures by its focus on the combined profitability and risk-adjusted outcomes of the entire portfolio rather than individual securities.

389

Publications

48.1K

Citations

775

Authors

473

Institutions

Publications per year

2017–2026

103

Parents

Publications

389

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

, , +17

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text

, , +17

Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks

Kent Daniel, Mark Grinblatt, Sheridan Titman et al. · The Journal of Finance · 1997 · 3.1K citations

, , +17

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 1.9K citations

, , +17

The Performance of Mutual Funds in the Period 1945-1964

Michael C. Jensen · The Journal of Finance · 1968 · 1.8K citations

, , +17

1–5 of 389

Authors

775

  1. SL
    Stephen Lee

    University of Reading, United Kingdom

    7 publications · 147 citations

    7

    h-index

  2. ST
    Sheridan Titman

    The University of Texas at Austin, United States

    5 publications · 18.5K citations

    5

    h-index

  3. DC
    David C. Ling

    University of Florida, United States

    5 publications · 159 citations

    5

    h-index

  4. RR
    Robert R. Johnson

    Northern Illinois University, United States

    5 publications · 233 citations

    5

    h-index

  5. MC
    Michael C. Jensen

    Harvard University, United States

    5 publications · 7.6K citations

    5

    h-index

1–5 of 775

Institutions

473

  1. University of Reading

    Reading, United Kingdom

    8 h-index

    11 publications

    1.1K citations

  2. University of Hong Kong

    Pok Fu Lam, Hong Kong

    7 h-index

    7 publications

    13.5K citations

  3. University of California, Los Angeles

    Los Angeles, United States

    7 h-index

    8 publications

    15.7K citations

  4. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    16 publications

    3.8K citations

  5. University of Maryland, College Park

    College Park, United States

    6 h-index

    6 publications

    461 citations

  6. New York University

    New York, United States

    6 h-index

    6 publications

    229 citations

  7. Cornell University

    Ithaca, United States

    5 h-index

    7 publications

    470 citations

  8. University of Rochester

    Rochester, United States

    5 h-index

    5 publications

    7.3K citations

1–8 of 473

Venues

  1. SSRN Electronic Journal

    Repository · 49 publications · 1.8K citations

    20

    h-index

  2. The Journal of Portfolio Management

    JPM · 19 publications · 1.4K citations

    15

    h-index

  3. The Journal of Finance

    15 publications · 23.3K citations

    14

    h-index

  4. Financial Analysts Journal

    FAJ · 15 publications · 2.2K citations

    14

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 10 publications · 598 citations

    10

    h-index

1–5