SSRN Electronic Journal · 2003 · 43 citations · 13 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementInvestment FundsMutual Fund ManagementMutual FundsPortfolio TheoryReturn AnalysisRisk-return AnalysisExpected Return AnalysisInvestment Performance EvaluationMutual Fund Performance EvaluationRelative Performance AnalysisReturn-risk Trade-off AnalysisRisk-return Tradeoff AnalysisSystematic Risk Measurement
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Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964
Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text
William F. Sharpe · The Journal of Business · 1966 · 3.8K citations
A Simplified Model for Portfolio Analysis
William F. Sharpe · Management Science · 1963 · 2.7K citations
William F. Sharpe · The Journal of Portfolio Management · 1992 · 1.6K citations