Beyond Sharpe ratio: Optimal asset allocation using different performance ratios

Prospect Theory: An Analysis of Decision under Risk

Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations

Business, Decision Sciences, Insurance +17

Bootstrap Methods and Their Application

Thomas M. Loughin, A. C. Davison, D. V. Hinkley · Journal of the American Statistical Association · 1999 · 5.5K citations

Public Health, Biostatistics, Algorithms +11

Mutual Fund Performance

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

Business, Finance, Financial Management +17

Conditional value-at-risk for general loss distributions

R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations

Business, Finance, Risk Management +14

Safety First and the Holding of Assets

A. D. Roy · Econometrica · 1952 · 2.6K citations

Management, Risk Management, Capital Structure +3