Concepedia
SSRN Electronic Journal · 2001 · 121 citations · 16 references
Open access
16
Risk measurement when shares are subject to infrequent trading
Elroy Dimson · Journal of Financial Economics · 1979 · 2.8K citations
Financial Economics, Financial Risk Management, Risk Management +6
Estimating betas from nonsynchronous data
Myron S. Scholes, Joseph Williams · Journal of Financial Economics · 1977 · 2.8K citations
Nonsynchronous Data, Engineering, Data Science +6
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
William Fung, David A. Hsieh · Review of Financial Studies · 1997 · 1.3K citations
The Performance of Hedge Funds: Risk, Return, and Incentives
Carl Ackermann, Richard W. McEnally, David J. Ravenscraft · The Journal of Finance · 1999 · 1.1K citations · Full text
Financial Economics, Asset Pricing, Securities Law +13
William Fung Arms, David A. Hsieh · 1997 · 271 citations
Dynamic Trading Strategies, Asset Allocation, Portfolio Management +20