Foreign exchange trading models and market behavior

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 21.9K citations

Economics, Volatility Modeling, Asset Pricing +4

Decisions with Multiple Objectives: Preferences and Value Tradeoffs.

Journal of the Operational Research Society · 1994 · 8.4K citations

Empirical exchange rate models of the seventies

Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.1K citations

Economics, International Finance, Macroeconomics +5

Mutual Fund Performance

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

Financial Economics, Fund Management, Hedge Fund +5

The Sharpe Ratio

William F. Sharpe · The Journal of Portfolio Management · 1994 · 2.5K citations

Sharpe Index, Sharpe Ratio, Business +7