Do managed futures make good investments?

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Business, Finance, Financial Management +14

Efficient Capital Markets: II

Eugene F. Fama · The Journal of Finance · 1991 · 5.2K citations · Full text

Social Sciences, Business Economics, Economics +12

Discrete Multivariate Analysis: Theory and Practice.

James R. Beniger, Yvonne Bishop, Stephen E. Feinberg et al. · Contemporary Sociology A Journal of Reviews · 1975 · 5.2K citations

Natural Sciences, Decision Sciences, Categorical Data Analysis +7

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

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

Business, Economics, Finance +17

Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

Business, Finance, Financial Management +17