Omega · 2004 · 54 citations · 44 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementInvestmentInvestment FundsInvestment PolicyInvestment TheoryMutual FundsRisk-return AnalysisInvestment Performance Evaluation
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
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Eugene F. Fama · The Journal of Finance · 1991 · 5.2K citations · Full text
Harry M. Markowitz · The Journal of Finance · 1952 · 4.5K citations