Journal of Banking & Finance · 2014 · 122 citations · 36 references
36
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 16.7K citations · Full text
Asset Allocation, Portfolio Management, Equity Portfolios +19
The Variation of Certain Speculative Prices
Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.6K citations
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964
Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text
William F. Sharpe · The Journal of Business · 1966 · 3.8K citations