SSRN Electronic Journal · 2014 · 22 citations · 47 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsPortfolio ManagementAsset AllocationBond MarketsFactor InvestingFactor-based InvestingPortfolio AnalyticsPortfolio DiversificationCorporate Bond PricingFactor DiversificationFactor Investing Portfolio ConstructionFactor-based Asset AllocationFactor-based Portfolio ConstructionMomentum Factor ModelsMulti-factor Portfolio ConstructionSize Factor Investing
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
The relationship between return and market value of common stocks
Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations