The Journal of Finance · 1987 · 146 citations · 46 references
BusinessEconomicsFinanceFinancial EconomicsPerformance MeasurementQuantitative FinanceBenchmarkingFinancial Performance AnalysisInvestment FundsMutual FundsPerformance EvaluationRisk-return AnalysisBenchmark AnalysisFinancial BenchmarkingFund BenchmarkingFund Performance RiskInvestment Performance EvaluationMutual Fund Performance Evaluation
A Corrparison of
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
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Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations
Equilibrium in a Capital Asset Market
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