Fixed-income fund performance: Role of luck and ability in tail membership

Bootstrap Methods: Another Look at the Jackknife

B. Efron · The Annals of Statistics · 1979 · 17.1K citations · Full text

Engineering, Machine Learning, Sampling Optimization +18

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations

Empirical Finance, Volatility Modeling, Economics +13

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

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.1K citations

Financial Economics, Asset Pricing, Business Conditions +5

Automatic Lag Selection in Covariance Matrix Estimation

Whitney K. Newey, Kenneth D. West · The Review of Economic Studies · 1994 · 3.3K citations