SSRN Electronic Journal · 2022 · 17 citations · 64 references
BusinessEconomicsFinanceAsset PricingBehavioral FinanceFinancial EconomicsAsset Return ModelingBehavioral Asset PricingCapital Asset PricingFinancial RiskReturn AnalysisRisk-return AnalysisCash Flow ReturnFactor Pricing ModelsInvestor Required ReturnRealized ReturnsRequired Rate Of ReturnReturn-risk Trade-off AnalysisRisk-return Trade-offsRisk-return Tradeoff Analysis
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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