Journal of Financial and Quantitative Analysis · 2000 · 125 citations · 28 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementAsset Pricing EmpiricsCapital MarketsInvestmentInvestment FundsMutual Fund ManagementMutual FundsAsset Market ApproachMutual Fund Manager BehaviorPassive Fund ManagementReit Capital StructureReit Investment AnalysisReit Market EfficiencyReit Performance MeasurementTime-varying Betas
Jarl G. Kallberg, Crocker L. Liu, Charles Trzcinka, The Value Added from Investment Managers: An Examination of Funds of REITs, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 3 (Sep., 2000), pp. 387-408
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On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964
Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text