SSRN Electronic Journal · 2006 · 11 citations · 33 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPortfolio ManagementCapital Asset Pricing ModelCapital MarketsHedge FundsMarket RiskSecurity SelectionHedge Fund IlliquidityHedge Fund Market TimingHedge Fund ReturnsLinear-quadratic ModelMarket Timing AbilityMarket Timing EffectsQuadratic ModelsSecurity Selection Ability
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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
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 3.1K citations