Journal of Asset Management · 2018 · 13 citations · 22 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementBenchmarkingInvestment FundsMutual Fund ManagementMutual FundsPortfolio TheoryRisk-return AnalysisBenchmark InvestabilityBenchmark Portfolio ConstructionFinancial BenchmarkingFund BenchmarkingFund Prospectus DisclosureFund ProspectusesMutual Fund Performance Evaluation
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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
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
Kent Daniel, Mark Grinblatt, Sheridan Titman et al. · The Journal of Finance · 1997 · 3.1K citations
William F. Sharpe · The Journal of Portfolio Management · 1992 · 1.6K citations