Measuring the True Cost of Active Management by Mutual Funds

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

Business, Economics, Finance +16

The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

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Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses

Russ Wermers · The Journal of Finance · 2000 · 1.9K citations

Business, Finance, Financial Management +14

Asset allocation

William F. Sharpe · The Journal of Portfolio Management · 1992 · 1.6K citations

Business, Economics, Finance +13