One-size or tailor-made performance ratios for ranking hedge funds?

The American Economic Review

American Economic Review · 2012 · 13.8K citations

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Mutual Fund Performance

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

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On the coherence of expected shortfall

Carlo Acerbi, Dirk Tasche · Journal of Banking & Finance · 2002 · 1.6K citations

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Risks and Portfolio Decisions Involving Hedge Funds

Vikas Agarwal, Narayan Y. Naik · Review of Financial Studies · 2003 · 1.3K citations

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Mean-Risk Analysis with Risk Associated with Below-Target Returns

Peter C. Fishburn · American Economic Review · 1975 · 1.2K citations

Management, Finance, Financial Management +16