SSRN Electronic Journal · 2015 · 21 citations · 11 references
Social SciencesEconomicsFinanceEconometricsFinancial EconomicsPsychometricsAsset AllocationData AnalysisFactor AnalysisFactor MarketsFactor ModelsFactor-based InvestingFactor Model SpecificationFactor-based Asset AllocationFactor-based Portfolio ConstructionFactor-based Portfolio ModelsFama-french Five-factor ModelFama-french Three-factor ModelMulti-factor Portfolio ConstructionMulti-factor Term Structure Models
11
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
The Long‐Run Performance of initial Public Offerings
Jay R. Ritter · The Journal of Finance · 1991 · 3.4K citations · Full text
Tim Loughran, Jay R. Ritter · The Journal of Finance · 1995 · 3.4K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 3.1K citations