Performance Hypothesis Testing with the Sharpe and Treynor Measures

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 29.7K citations

Discrete Probability, Probability Theory, Probabilistic Analysis +1

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

Empirical Finance, Investment Strategy, Economics +12

An Empirical Evaluation of Accounting Income Numbers

Ray Ball, Philip Brown · Journal of Accounting Research · 1968 · 6.5K citations

Accounting Income Numbers, Accounting, Accounting Practice +3

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

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

Mutual Fund Performance

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

Financial Economics, Fund Management, Hedge Fund +5