Resources
Academic Papers (331)
| Step | Author | Year | Title* | Publication |
|---|---|---|---|---|
| 01 Active Investors | Tversky, Amos | 1995 | The Psychology of Decision Making | ICFA Continuing Education, 7 |
| 01 Active Investors | Lewellen, W. G., R. C. Lease and G. G. Schlarbaum | 1979 | Investment performance and investor behavior. | Journal of Financial and Quantitative Analysis 14(1), 29-5 8. |
| 01 Active Investors | Zweig, Jason | 2002 | Is Your Brain Wired for Wealth, An owner's manual for the investor's brain: From hunting sloths to picking stocks. | Money Magazine, September 27, 2002 |
| 02 Nobel Laureates | Martin Sewell | 2011 | History of the Efficient Market Hypothesis | UCL Department of Computer Science |
| 02 Nobel Laureates | Alfred Cowles | 1958 | Liquidity Preference as Behavior Towards Risk | Reprinted from The Review of Economic Studies, No. 67, Feb. 1958 |
| 02 Nobel Laureates | Harry Markowitz, Nobel Laureate | 1952 | Portfolio Selection Nobel Prize Winning Research | The Journal of Finance: Volume VII, Number 1, March 1952 |
| 02 Nobel Laureates | Samuelson, Paul A., Nobel Laureate | 1974 | Challenge to Judgement | The Journal of Portfolio Management, 1974 |
| 02 Nobel Laureates | Samuelson, Paul A., Nobel Laureate | 1965 | Proof that Properly Anticipated Prices Fluctuate Randomly | Industrial Management Review, 1965, Spring, p. 41 |
| 02 Nobel Laureates | Samuelson, Paul A., Nobel Laureate | 1973 | Proof that Properly Discounted Present Values of Assets Vibrate Randomly | The Bell Journal of Economics and Management Science, Vol. 4, No. 2 (Autumn, 1973), pp. 369-374 |
| 02 Nobel Laureates | Wan, Dr. Siaw-Peng | 2000 | Modern Portfolio Theory (Textbook Version of above) | Business 442:Investments,Chapter 5-5 |
| 02 Nobel Laureates | Franco Modigliani and Merton H. Miller | 1958 | The Cost of Capital, Corporation Finance and the Theory of Investment | The American Economic Review, Vol. 48, No. 3 (Jun., 1958), pp. 261-297 |
| 02 Nobel Laureates | Sharpe, William F. Nobel Laureate | 1991 | The Arithmetic of Active Management | The Financial Analysts' Journal Vol 47, No 1, Jan/Feb 1991. pp7-9 |
| 02 Nobel Laureates | Sharpe, William F. Nobel Laureate | 1966 | Mutual fund performance. | Journal of Business 39(1), 119-138. |
| 02 Nobel Laureates | Sharpe, William F. Nobel Laureate | 1968 | Mutual fund performance and the theory of capital asset pricing: Reply. | Journal of Business 41(2), 235-236. |
| 02 Nobel Laureates | Davis, Jim L. | 2001 | Explaining Stock Market Returns | Dimensional Fund Advisor's Library |
| 02 Nobel Laureates | Elroy Dimson, London Business School, Massoud Mussavian, London Business School | 2000 | Three Centuries Of Asset Pricing | London Business School Accounting Subject Area, January, 2000 |
| 02 Nobel Laureates | Elroy Dimson, London Business School, Massoud Mussavian, London Business School | 1998 | A Brief History of Market Efficiency | European Financial Management, Volume 4, Number 1, March 1998, pp 91-193 |
| 02 Nobel Laureates | Fama, Eugene | 1970 | Efficient capital markets: A review of the theory and empirical work. | Journal of Finance, 25 (1970) (2), 383-417 |
| 02 Nobel Laureates | Fama, Eugene | 1965 | The Behavior of Stock Market Prices - LANDMARK PAPER | Journal of Business, Vol 38, Issue 1, Jan 1965, p. 34-105 |
| 02 Nobel Laureates | Courtault, Jean-Michel | 2000 | LOUIS BACHELIER ON THE CENTENARY OF THEORIE DE LA SPECULATION (english) | Mathematical Finance, Vol.10, No.3 (July 2000), 341–353, Copyright Blackwell Publishers, Inc. |
| 02 Nobel Laureates | Taqqu, Murad S., Boston University | 2001 | Bachelier and his Times: A Conversation with Bernard Bru | Mathematical Finance - Bachelier Congress 2000, H. Geman, D. Madan, S.R. Pliska, T. Vorst (Eds.), Springer (July 9, 2001)) Copyright Springer-Verlag (also see Bachelier) (BFS#1,2000) (BFS#2, 2002) |
| 02 Nobel Laureates | Dr. Edward E. Yardeni and David A. Moss | 1990 | The Triumph of Adam Smith | Prudential-Bache, Economics, July 17, 1990 |
| 02 Nobel Laureates | Welch, Ivo | 2001 | The Top Achievements, Challenges, and Failures of Finance | Yale School of Management |
| 03 Stock Pickers | Brad M. Barber and Terrance Odean | 2003 | All That Glitters | 3-Oct |
| 03 Stock Pickers | Fama, Eugene | 1965 | Random Walks in Stock Market Prices | The Financial Analysts Journal; Sep/Oct 1965: 55-59 (1) |
| 03 Stock Pickers | Odean, T. & Barber, B. M. | 2000 | Trading Is Hazardous to Your Wealth: The Common Stock Performance of Individual Investors | Journal of Finance 55 (2) April 2000 |
| 03 Stock Pickers | Sharpe, William F. | 1991 | The Arithmetic of Active Management | The Financial Analysts' Journal Vol 47, No 1, Jan/Feb 1991. pp7-9 |
| 03 Stock Pickers | Fama, Eugene F., Jensen, Michael C., Fisher, Lawrence and Roll, Richard W. | 1969 | The Adjustment of Stock Prices to New Information | International Economic Review, Vol. 10, February, 1969; STRATEGIC ISSUES IN FINANCE, Available at SSRN: http://ssrn.com/abstract=321524 or doi:10.2139/ssrn.321524 |
| 03 Stock Pickers | Cowles, Alfred | 1933 | Can Stock Market Forecasters Forecast? | Econometrica, 1, July 1933, pp. 309-324 |
| 03 Stock Pickers | Cowles, Alfred | 1944 | Stock Market Forecasting | Econometrica, 12, 1944 |
| 03 Stock Pickers | Cowles, Alfred | 1960 | A Revision of Previous Conclusions Regarding Stock Price Behavior | Econometrica, 28(4), 1960 |
| 03 Stock Pickers | Barber, Lehavy | 2001 | Phophets and Losses: Reassessing the Returns to Analysts' Stock Recommendations | Working Paper as of July 2001 |
| 03 Stock Pickers | Barber, Lehavy | 2001 | Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns | The Journal of Finance: Volume LVI, Number 2, April 2001 |
| 03 Stock Pickers | Kritzman, M | 1986 | How to detect skill in management performance. | Journal of Portfolio Management 12(2), 16-20. |
| 03 Stock Pickers | Grinblatt, Mark, Sheridan Titman and Russ Wermers, | 1995 | Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior. | American Economic Review 85, 1088-1105. |
| 03 Stock Pickers | Johnson, Melissa | 2001 | Overview: Small Cap Alpha Myth | Index Fund Advisors, 2001 |
| 03 Stock Pickers | Ennis, Richard M. Sebastian, Michael D. | 2001 | The Small Cap Alpha Myth | 2001, Ennis Knupp & Associates, Inc. |
| 03 Stock Pickers | Horst, Jenke, et al | 1998 | Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample | 23-Oct-98 |
| 03 Stock Pickers | Good, W. R | 1984 | Accountability for pension fund performance. | Financial Analysts Journal 40(1), 39-45. |
| 03 Stock Pickers | Carhart, Mark M. | 1997 | Mutual Fund Survivorship | 15-May-97 |
| 03 Stock Pickers | Liang, Bing | 2000 | Hedge Funds: The Living and the Dead | Journal of Financial and Quantitative Analysis, Vol. 35, No 3, September 2000 (more) |
| 03 Stock Pickers | Quigley, Garret, Sinquefield | 2000 | Performance of UK Equity Unit Trusts | Journal of Asset Management, Vol 1,1 |
| 03 Stock Pickers | Levy, H | 1984 | Measuring risk and performance over alternative investment horizons. | Financial Analysts Journal 40(2), 61-68. |
| 03 Stock Pickers | Granatelli, A., and J. D. Martin | 1984 | Management quality and investment performance. | Financial Analysts Journal 40(6), 72-74. |
| 03 Stock Pickers | Brinson, G. P., J. J. Diermeier, and G. G. Schlarbaum | 1986 | A composite portfolio benchmark for pension plans. | Financial Analysts Journal 42(2), 15-24. |
| 03 Stock Pickers | Dietz, Peter | 1968 | Pension fund performance. | Financial Analysts Journal 24(5), 131-138. |
| 03 Stock Pickers | Schneider, T. H. | 1969 | A worksheet technique for measuring performance. | Financial Analysts Journal 25(3), 105-111. |
| 03 Stock Pickers | Gumperz, J., and E. Page | 1970 | Misconceptions of pension fund performance. | Financial Analysts Journal 26(3), 30-34. |
| 03 Stock Pickers | Bogle, J. C | 1970 | Mutual fund performance evaluation. | Financial Analysts Journal 26(6), 25-34. |
| 03 Stock Pickers | Levy, H., and M. Sarnat | 1972 | Investment performance in an imperfect securites marke and the case for mutual funds. | Financial Analysts Journal 28(2), 77. |
| 03 Stock Pickers | Spigelman, J. H. | 1974 | What basis for superior performance? | Financial Analysts Journal 30(3), 32-45. |
| 03 Stock Pickers | Beebower, G. L., and G. L. Bergstonn | 1977 | A performance analysis of pension and profit-sharing portfolios: 1966-1975. | Financial Analysts Journal 33(3), 31-42. |
| 03 Stock Pickers | Ferguson, R | 1980 | Performance measurement doesn't make sense. | Financial Analysts Journal 36(3), 59-70. |
| 03 Stock Pickers | Good, W. R | 1983 | Measuring performance. | Financial Analysts Journal 39(3), 19-24. |
| 03 Stock Pickers | Odean, T. & Barber, B. M. | 2000 | Too Many Cooks Spoil the Profits: Investment Club Performance | Financial Analysts' Journal January/February 2000 |
| 03 Stock Pickers | Odean, T. & Barber, B. M. | 1999 | The Courage of Misguided Convictions | Nov-99 |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1987 | How to Evaluate a Portfolio Manager. | Financial Markets and Portfolio Management 1(2), 9-20. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1995 | Performance Evaluation. | Handbook in Operations Research and Management Science, Vol. 9: Finance Jarrow, R., Maksimovic, V., and Ziemba, W. (Eds.)(Elsevier Science), 581-609. |
| 03 Stock Pickers | Treynor, Jack and K. Mazuy | 1966 | Can mutual funds outguess the market. | Harvard Business Review (45), 131-136. |
| 03 Stock Pickers | Treynor, Jack | 1965 | How to rate management of investment funds. | Harvard Business Review (43), 63-75. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman, | 1989 | How to Avoid Games Portfolio Managers Play. | Institutional Investor 23, 14 (Nov), 35-36. |
| 03 Stock Pickers | Fisher, L., and R. Weil | 1971 | Coping with the risk of interest-rate fluctuations: Returns to bondholders from naive and optimal strategies. | Journal of Business 44 (4), 408-431. |
| 03 Stock Pickers | Cohen, K., and J. Pogue | 1968 | Some comments concerning mutual fund versus random portfolio performance. | Journal of Business 41(2), 180-190. |
| 03 Stock Pickers | Sharpe, William F. | 1968 | Mutual fund performance and the theory of capital asset pricing: Reply. | Journal of Business 41(2), 235-236. |
| 03 Stock Pickers | Treynor, J. L., and F. Black | 1973 | How to use security analysis to improve portfolio selection. | Journal of Business 46(1), 66-86. |
| 03 Stock Pickers | Horowitz, I | 1966 | The "Reward to Variability" ratio and investment performance. | Journal of Business 39(4), 485-488. |
| 03 Stock Pickers | Sharpe, William F. | 1966 | Mutual fund performance. | Journal of Business 39(1), 119-138. |
| 03 Stock Pickers | Crenshaw, T. E | 1977 | Evaluation of investment performance. | Journal of Business 50(4), 462-485. |
| 03 Stock Pickers | Mains, N | 1977 | Risk, the pricing of capital assets, and the evaluation of investment portfolios: Comment. | Journal of Business 50(3), 371-384. |
| 03 Stock Pickers | Henriksson, R. D., and R. C. Merton | 1981 | On market timing and investment performance. II. Statistical procedures for evaluationg forecasting skills. | Journal of Business 54(4), 513-533. |
| 03 Stock Pickers | Kon, S. J | 1983 | The market-timing performance of mutual fund managers. | Journal of Business 56(3), 323-347. |
| 03 Stock Pickers | Admati, Anat R., and Stephen A. Ross | 1985 | Measuring investment performance in a rational expectations equilibrium model. | Journal of Business 58(11), 11-26. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman, | 1989 | Mutual fund performance: An analysis of quarterly portfolio holdings. | Journal of Business 62(3), 393-416. |
| 03 Stock Pickers | Lee, C., and S. Rahman | 1990 | Market timing, selectivity, and mutual fund performance: An empirical investigation. | Journal of Business 63(2), 261-278. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1993 | Performance Measurement Without Benchmarks: An Examination Of Mutual Fund Returns. | Journal of Business 66(1), 47-68. |
| 03 Stock Pickers | Blake, Christopher R., Edwin J. Elton and Martin J. Gruber | 1993 | The Performance Of Bond Mutual Funds. | Journal of Business 66(3), 371-403. |
| 03 Stock Pickers | Elton, Edwin J., Martin J. Gruber and Christopher R. Blake, | 1996 | The Persistence Of Risk-Adjusted Mutual Fund Performance. | Journal of Business 69(2,Apr), 133-157. |
| 03 Stock Pickers | Woodward, R. S. | 1983 | The peformance of UK closed-end funds: A comparison of the various ranking criteria. | Journal of Business Finance and Accounting 10(3), 419-427. |
| 03 Stock Pickers | Okunev, J | 1990 | An alternative measure of mutual fund performance. | Journal of Business Finance and Accounting 17(2), 247-264. |
| 03 Stock Pickers | Ashton, D. J | 1990 | A problem in the detection of superior investment performance. | Journal of Business Finance and Accounting 17(3), 337-350. |
| 03 Stock Pickers | Matulich, S, | 1975 | Portfolio performance with lending or borrowing. | Journal of Business Finance and Accounting 2(3), 341-348. |
| 03 Stock Pickers | Peasnell, K. V., L. C. Skerratt and P. A. Taylor | 1979 | An arbitrage rationale for tests of mutual fund performance. | Journal of Business Finance and Accounting 6(3), 373-400. |
| 03 Stock Pickers | Morris, R. C., and, P. F. Pope | 1981 | The Jensen measure of portfolio performance in an arbitrage pricing theory context. | Journal of Business Finance and Accounting 8(2), 203-220. |
| 03 Stock Pickers | Calvett, A. L., and J. Lefoll | 1981 | Performance and systematic risk stability of Canadian mutual funds under inflation. | Journal of Business Finance and Accounting 8(2), 279-290. |
| 03 Stock Pickers | Belkaoui, A. | 1982 | Judgement related issues in performance evaluation. | Journal of Business Finance and Accounting 9(4), 489-500. |
| 03 Stock Pickers | Appleyard, A. R., N. Strong, and M. Walker | 1982 | Mutual fund performance in the context of models of equilibrium capital asset pricing. | Journal of Business Finance and Accounting 9(3), 289-296. |
| 03 Stock Pickers | Barnea, A., and D. E. Logue | 1976 | Stock trading and portfolio performance. | Journal of Business Research (7), 150-157. |
| 03 Stock Pickers | West, R. | 1968 | Mutual fund performance and the theory of capital asset pricing: Some comments. | Journal of Business" 41(2), 230-234. |
| 03 Stock Pickers | Francis, J., and F. Fabozzi | 1980 | Stability of mutual fund systematic risk statistics. | Journal of BusinessResearch (8), 263-275. |
| 03 Stock Pickers | Alexander, Gordon J., and Roger D. Stover | 1980 | Consistency of mutual fund performance during varying market conditions | Journal of Economics and Business (32), 219-226. |
| 03 Stock Pickers | Dybvig, P. H., and S. A. Ross | 1985 | The analytics of performance measurement using a security market line. | Journal of Finance 40(2), 401-416. |
| 03 Stock Pickers | Dybvig, P. H., and S. A. Ross, | 1985 | Differential information and performance measurement using a security market line. | Journal of Finance 40(2), 383-400. |
| 03 Stock Pickers | Green, R | 1986 | Benchmark portfolio inefficiency and deviations from the security market line. | Journal of Finance 41(3), 295-312. |
| 03 Stock Pickers | Elton, E. J., M. J. Gruber, and S. Grossman | 1986 | Discrete expectational data and portfolio performance. | Journal of Finance 41(3), 699-712. |
| 03 Stock Pickers | Cadsby, C. B | 1986 | Performance hypothesis testing with the Sharpe and Treynor measures. | Journal of Finance 41(5), 1175-1176. |
| 03 Stock Pickers | Lehmann, B., and D. Modest | 1987 | Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons. | Journal of Finance 42(2), 233-265. |
| 03 Stock Pickers | Cumby, R. E., and J. D. Glen | 1990 | Evaluating the performance of international mutual funds. | Journal of Finance 45(2), 497-521. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1992 | The persistence of mutual fund performance. | Journal of Finance Vol 47, 1977-1984. |
| 03 Stock Pickers | Chopra, Navin, Charles M. C. Lee, Andrei Shleifer and Richard H. Thaler | 1993 | Yes, Discounts On Closed-End Funds Are A Sentiment Index. | Journal of Finance 48(2), 801-808. |
| 03 Stock Pickers | Daniel, Kent, Mark Grinblatt, Sheridan Titman and Russ Wermers | 1997 | Measuring mutual fund performance with characteristic-based benchmarks. | Journal of Finance 1035-1058(52), . |
| 03 Stock Pickers | Dietz, Peter | 1968 | Components of a measurement model: Rate of return, risk and timing. | Journal of Finance 23(2), 267-275. |
| 03 Stock Pickers | Bauman, W. S. | 1968 | Evaluation of prospective investment performance. | Journal of Finance 23(2), 276-295. |
| 03 Stock Pickers | Robinson, R. S | 1970 | Measuring the risk dimension of investment performance. | Journal of Finance 25(2), 455-468. |
| 03 Stock Pickers | Gaumintz, J | 1970 | Appraising performance of investment portfolios. | Journal of Finance 25(3), 555-560. |
| 03 Stock Pickers | Mills, H. D | 1970 | On the measurement of fund performance. | Journal of Finance 25(5), 1125-1132. |
| 03 Stock Pickers | Sarnat, M. | 1972 | A note on the prediction of portfolio performance from ex post data. | Journal of Finance 27(4), 903-906. |
| 03 Stock Pickers | Fama, E. F | 1972 | Components of investment performance. | Journal of Finance 27(3), 551-567. |
| 03 Stock Pickers | McDonald, J | 1973 | French mutual fund performance: Evaluation of internationally-diversified portfolios. | Journal of Finance 28(5), 1161-1180. |
| 03 Stock Pickers | Shashua, L., and Y. Goldschmidt | 1974 | An index for evaluating financial performance. | Journal of Finance 29(3), 797-814. |
| 03 Stock Pickers | Fabozzi, F., and J. Francis, | 1979 | Mutual fund systematic risk for bull and bear markets: An empirical examination. | Journal of Finance 34(5), 1243-1250. |
| 03 Stock Pickers | Roll, R. | 1978 | Ambiguity when performance is measured by the securities market line. | Journal of Finance 33(4), 1051-1069. |
| 03 Stock Pickers | Guy, J.R | 1978 | The performance of the British investment trust industry. | Journal of Finance 33(2), 443-455. |
| 03 Stock Pickers | Kon, Stanley J., and Frank C. Jen | 1978 | Estimation of time-varying systematic risk and performance for mutual fund portfolios: An application of switching regression. | Journal of Finance 33(2), 457-475. |
| 03 Stock Pickers | Tehranian, H. | 1980 | Empirical studies in portfolio performance using higher degrees of stochastic dominance. | Journal of Finance 35(1), 159-220. |
| 03 Stock Pickers | Peterson, D., and M. L. Rice | 1980 | A note on ambiguity in portfolio performance measures. | Journal of Finance 35(5), 1251-1256. |
| 03 Stock Pickers | Jobson, J. D., and B. M. Korkie | 1981 | Performance hypothesis testing with the Sharpe and Treynor measures. | Journal of Finance 36(4), 889-908. |
| 03 Stock Pickers | Nagorniak, J. J | 1982 | Risk adjusted equity performance measurement. | Journal of Finance 37(2), 555-561. |
| 03 Stock Pickers | Chua, J. H., and R. S. Woodward | 1983 | J.M. Keynes's investment performance: A note. | Journal of Finance 38(1), 232-236. |
| 03 Stock Pickers | Jobson, J. D., and B. Korkie | 1984 | On the Jensen measure and marginal improvements in portfolio performance. | Journal of Finance 39(1), 245-252. |
| 03 Stock Pickers | Friend, I., and D. Vickers, | 1965 | Portfolio selection and investment performance. | Journal of Finance 39(1), 391-415. |
| 03 Stock Pickers | Malkiel, Burton G | 1995 | Returns From Investing In Equity Mutual Funds 1971 To 1991. | Journal of Finance 50(2), 549-572. |
| 03 Stock Pickers | Brown, Stephen J., William N. Goetzmann and Stephen A. Ross | 1995 | Survival. | Journal of Finance 50(3), 853-873. |
| 03 Stock Pickers | Chevalier, Judith and Glenn Ellison | 1999 | Are Some Mutual Fund Managers Better than Others? Cross-Sectional Patterns in Behavior and Performance | Journal of Finance 54(3) 875-899. |
| 03 Stock Pickers | Falkenstein, Eric G, | 1996 | Preferences For Stock Characteristics As Revealed By Mutual Fund Portfolio Holdings. | Journal of Finance 51(1,Mar), 111-135. |
| 03 Stock Pickers | Brown, Keith C., W. V. Harlow and Laura T. Starks | 1996 | Of Tournaments And Temptations: An Analysis Of Managerial Incentives In The Mutual Fund Industry. | Journal of Finance 51(1,Mar), 85-110. |
| 03 Stock Pickers | Ferson, Wayne E. and Rudi W. Schadt | 1996 | Measuring Fund Strategy And Performance In Changing Economic Conditions. | Journal of Finance 51(2,Jun), 425-461. |
| 03 Stock Pickers | Gruber, Martin J | 1996 | Presidential Address: Another Puzzle: The Growth In Actively Managed Mutual Funds. | Journal of Finance 51(3,Jul), 783-810. |
| 03 Stock Pickers | Smith, K., and D. Tito. | 1969 | Risk-return measures of ex-post portfolio performance. | Journal of Financial and Quantitative Analysis 4(4), 449-47 1. |
| 03 Stock Pickers | Young, W. E., and R. H. Trent | 1969 | Geometric mean approximations of individual security and portfolio performance. | Journal of Financial and Quantitative Analysis 4(2), 179-200. |
| 03 Stock Pickers | Ang, James S., and Jess H. Chua | 1979 | Composite measures for the evaluation of investment performance. | Journal of Financial and Quantitative Analysis 14(2), 361-384. |
| 03 Stock Pickers | Shick, R., and J. Trieschmann | 1978 | Some further evidence on the performance of property-liability insurance companies' stock portfolios. | Journal of Financial and Quantitative Analysis 13(1), 157-166. |
| 03 Stock Pickers | Lee, C., and F. Jen | 1978 | Effects of measurement error on systematic risk and performance measurement. | Journal of Financial and Quantitative Analysis 13(2), 299-312. |
| 03 Stock Pickers | Kim, T, | 1978 | An assessment of the performance of mutual fund management: 1969-1975. | Journal of Financial and Quantitative Analysis 13(3), 385-406. |
| 03 Stock Pickers | Ang, James S. | 1978 | A note on the leverage effects on portfolio performance measures. | Journal of Financial and Quantitative Analysis 13(3), 567-572. |
| 03 Stock Pickers | Miller, R. E., and A. K. Gehr, | 1978 | Sample size bias and Sharpe's performance measure: A note. | Journal of Financial and Quantitative Analysis 13(5), 943-946. |
| 03 Stock Pickers | Saunders, A., C. Ward, and R. Woodward | 1980 | Stochastic dominance and the performance of U.K. unit trusts. | Journal of Financial and Quantitative Analysis 15(2), 323-330. |
| 03 Stock Pickers | Miller, T. W., and N. Gressis | 1980 | Nonstationarity and evaluation of mutual fund returns. | Journal of Financial and Quantitative Analysis 15(3), 639-654. |
| 03 Stock Pickers | Fabozzi, F., J. Francis, and C. Lee, | 1980 | Generalized functional form for mutual fund returns. | Journal of Financial and Quantitative Analysis 15(5), 1107-1120. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1994 | A Study Of Monthly Mutual Fund Returns And Performance Evaluation Techniques. | Journal of Financial and Quantitative Analysis 29(3), 419-444. |
| 03 Stock Pickers | Levy, R. A | 1968 | Measurement of investment performance. | Journal of Financial and Quantitative Analysis 3(1), 35-58. |
| 03 Stock Pickers | Carlson, R | 1970 | Aggregate performance of mutual funds, 1948-1967. | Journal of Financial and Quantitative Analysis 5(1), 1-32. |
| 03 Stock Pickers | Arditti, F | 1971 | Another look at mutual fund performance. | Journal of Financial and Quantitative Analysis 6(3), 909-912. |
| 03 Stock Pickers | Rothstein, M. | 1972 | On geometric and arithmetic portfolio performance indices. | Journal of Financial and Quantitative Analysis 7(4), 1983-1992. |
| 03 Stock Pickers | Monroe, R., and, J. Trieschmann | 1972 | Portfolio performance of property-liability insurance companies. | Journal of Financial and Quantitative Analysis 7(2), 1595-1611. |
| 03 Stock Pickers | Swadener, P. | 1973 | Portfolio performance of property-liability insurance companies: Comment | Journal of Financial and Quantitative Analysis 7(2), 1619-1623. |
| 03 Stock Pickers | Klemkosky, R | 1973 | The bias in composite performance measures. | Journal of Financial and Quantitative Analysis 8(3), 505-514. |
| 03 Stock Pickers | Joy, M., and B. Porter, | 1974 | Stochastic dominance and mutual fund performance. | Journal of Financial and Quantitative Analysis 9(1), 25-3 1. |
| 03 Stock Pickers | Schlarbaum, G. | 1974 | The investment performance of the common stock portfolios of property-liability insurance companies. | Journal of Financial and Quantitative Analysis 9(1), 89-106. |
| 03 Stock Pickers | McDonald, J | 1974 | Objectives and performance of mutual funds, 1960-1969. | Journal of Financial and Quantitative Analysis 9(3), 311-333. |
| 03 Stock Pickers | Chordia, Tarun | 1996 | The Structure Of Mutual Fund Charges. | Journal of Financial Economics 41(1,May), 3-39. |
| 03 Stock Pickers | Jobson, J. D., and B. Korkie | 1982 | Potential performance and tests of portfolio efficiency. | Journal of Financial Economics 10(4), 433-466. |
| 03 Stock Pickers | Copeland, T. E., and D. Mayers | 1982 | The Value Line enigma (1965-1978): A case study of performance measurement issues. | Journal of Financial Economics 10(3), 289-322. |
| 03 Stock Pickers | Connor, G., and R. A. Korajczyk | 1986 | Performance measurement with the arbitrage pricing theory: A new framework for analysis. | Journal of Financial Economics 15(3), 373-394. |
| 03 Stock Pickers | Pontiff, Jeffrey | 1994 | Closed-End Fund Premia And Returns: Implications For Financial Market Equilibrium. | Journal of Financial Economics 37(3), 341-370. |
| 03 Stock Pickers | Warther, Vincent A. | 1995 | Aggregate Mutual Fund Flows And Security Returns. | Journal of Financial Economics 39(2/3), 209-235. |
| 03 Stock Pickers | Cornell, Brad | 2008 | Luck, Skill and Investment Performance | Current version not published |
| 03 Stock Pickers | Cornell, B | 1979 | Asymmetric information and portfolio performance measurement. | Journal of Financial Economics 7(4), 381-390. |
| 03 Stock Pickers | Roll, R. | 1978 | Measuring portfolio performance and the empirical content of asset pricing models: A reply. | Journal of Financial Economics 7(4), 391-400. |
| 03 Stock Pickers | Mayers, D., and E. M. Rice | 1979 | Measureing portfolio performance and the empirical content of asset pricing models. | Journal of Financial Economics 7(1), 3-28. |
| 03 Stock Pickers | Verrecchia, R. E. | 1980 | The Meyers-Rice conjecture: A counterexample. | Journal of Financial Economics 8(1), 87-100. |
| 03 Stock Pickers | Chang, E., and W. Lewellen | 1985 | An arbitrage pricing approach to evaluating mutual fund performance. | Journal of Financial Research 8(1), 15-30. |
| 03 Stock Pickers | Chevalier, Judith and Glenn Ellison | 1997 | Risk Taking by Mutual Funds as a Response to Incentives | Journal of Political Economy 114() 389-432. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1987 | How Clients Can Win the Gaming Game. | Journal of Portfolio Management (Summer), 14-23. |
| 03 Stock Pickers | Smidt, S. | 1978 | Investment horizons and performance measurement. | Journal of Portfolio Management 4(2), 18-22. |
| 03 Stock Pickers | Litzenberger, R., and H. B. Sosin | 1978 | The performance and potential of dual purpose funds. | Journal of Portfolio Management 4(3), 56-68. |
| 03 Stock Pickers | Pohlman, R., J. Ang, and R. Hollinger | 1978 | Performance and timing: A test of hedge funds. | Journal of Portfolio Management 4(3), 69-72. |
| 03 Stock Pickers | French D. W., and G. V. Henderson, | 1985 | How well does performance evaluation perform? | Journal of Portfolio Management 1 1(2), 15-18. |
| 03 Stock Pickers | Brinson, G. P., and N. Fachler | 1985 | Measuring non-U.S. equity portfolio performance. | Journal of Portfolio Management 1 1(3), 73-76. |
| 03 Stock Pickers | Sharpe, William F. | 1975 | Adjusting for risk in performance measurement. | Journal of Portfolio Management 1(2), 29-34. |
| 03 Stock Pickers | Ferguson, R | 1986 | The trouble with performance measurement. | Journal of Portfolio Management 12(3), 4-9. |
| 03 Stock Pickers | Moses, E. A., J. M. Cheney, and E. T. Viet | 1987 | A new and more complete performance measure. | Journal of Portfolio Management 13(4), 24-33. |
| 03 Stock Pickers | Hagigi, M., and B. Kluger | 1987 | Safety first: An alternative performance measure. | Journal of Portfolio Management 13(4), 34-40. |
| 03 Stock Pickers | Zbesko, J | 1989 | Determinants of performance in the bull market. | Journal of Portfolio Management 15(2), 38-44. |
| 03 Stock Pickers | Tsetsekos, G. P., and R. Defusco | 1990 | Portfolio performance, managerial ownership, and the size effect. | Journal of Portfolio Management 16(3), 33-39. |
| 03 Stock Pickers | Bogle, J | 1992 | Selecting equity mutual funds. | Journal of Portfolio Management 18(), 94-100. |
| 03 Stock Pickers | Jeffrey, Robert H. and Robert D. Arnott | 1993 | Is Your Alpha Big Enough To Cover Its Taxes? | Journal of Portfolio Management 19(3), 15-26. |
| 03 Stock Pickers | Garcia, C. B. and F. J. Gould, | 1993 | Survivorship Bias. | Journal of Portfolio Management 19(3), 52-56. |
| 03 Stock Pickers | Armstrong, D | 1976 | Were mutual funds worth the candle?. | Journal of Portfolio Management 2(4), 46-51. |
| 03 Stock Pickers | Jeffrey, Robert H. and Robert D. Arnott | 1994 | Is Your Alpha Big Enough To Cover Its Taxes?: Reply. | Journal of Portfolio Management 20(4), 96-97. |
| 03 Stock Pickers | Fung, William and David A. Hsieh, | 1997 | Survivorship bias and investment style in the returns of CTAs: The information content of performance track records. | Journal of Portfolio Management 24(), 30-41. |
| 03 Stock Pickers | Fisher, Kenneth L. and Meir Statman, | 1997 | Investment Advice From Mutual Fund Companies. | Journal of Portfolio Management 24(1,Fall), 9-25. |
| 03 Stock Pickers | Garcia, C. B., F. J. Gould and Christopher K. Ma | 1995 | Survivorship Bias: Reply. | Journal of Portfolio Management 21(2), 105-107. |
| 03 Stock Pickers | Beckers, Stan | 1997 | Manager Skills And Investment Performance: How Strong Is The Link? | Journal of Portfolio Management 23(4,Summer), 9-23. |
| 03 Stock Pickers | Fielitz, B. D., and M. T. Greene | 1980 | Shortcomings in portfolio evaluation via MPT. | Journal of Portfolio Management 6(4), 13-19. |
| 03 Stock Pickers | Roll, R. | 1980 | Performance evaluation and benchmark errors(I). | Journal of Portfolio Management 6(4), 5-12. |
| 03 Stock Pickers | Roll, R. | 1981 | Performance evaluation and benchmark errors (II). | Journal of Portfolio Management 7(2), 17-22. |
| 03 Stock Pickers | Ferri, M. G., and H. D. Oberhelman | 1981 | How well do money market funds perform? | Journal of Portfolio Management 7(3), 18-26. |
| 03 Stock Pickers | Shawky, H. A. | 1982 | An update on mutual funds: Better grades. . | Journal of Portfolio Management 8(2), 29-34 |
| 03 Stock Pickers | Burns, W. L., and D. R. Epley | 1982 | The performance of portfolios of REITS + stocks. | Journal of Portfolio Management 8(3), 37-42. |
| 03 Stock Pickers | Dunn, P. C., and R. D. Theisen | 1983 | How consistently do active managers win? | Journal of Portfolio Management 9(4), 47-53. |
| 03 Stock Pickers | Kritzman, M | 1983 | Can bond managers perform consistently?. | Journal of Portfolio Management 9(4), 54-56. |
| 03 Stock Pickers | Christopherson, J. A., W. E. Ferson and A. L. Turner | 1999 | Performance Evaluations Using Conditional Alphas and Betas | Journal of Portfolio Management, Fall 1999 |
| 03 Stock Pickers | Stewart, Scott D. | 1998 | Is Consistency of Performance a Good Measure of Manager Skill? | Journal of Portfolio Management, Spring 1998 |
| 03 Stock Pickers | Levy, H | 1972 | Portfolio performance and the investment horizon. | Management Science 18(12), B645-B652. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1989 | Adverse Risk Incentives and the Design of Performance-Based Contracts. | Management Science 35, 807-822. |
| 03 Stock Pickers | Jensen, Michael, G.P. Szego and K. Shell (eds.), . | 1972 | Optimal utilization of market forecasts and the evaluation of investment performance. | Mathematical Methods in Investment and Finance (Elsevier, Amsterdam) |
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| 03 Stock Pickers | Chevalier, Judith and Glenn Ellison | 1999 | Career Concerns of Mutual Fund Managers. | Quarterly Journal of Economics 105(6), 1167-1200. |
| 03 Stock Pickers | Brown, Stephen J., William N. Goetzmann Roger Ibbotson and Stephen A. Ross | 1997 | Rejoinder: The J-Shape of Performance Persistence Given Survivorship Bias. | Review of Economics and Statistics Vol. 79(2), 167-170. |
| 03 Stock Pickers | Fung, William and David A. Hsieh, | 1997 | Empirical characteristics of dynamic trading strategies: The case of hedge funds. | Review of Financial Studies 10(), 275-302. |
| 03 Stock Pickers | Christopherson, J. A., W. E. Ferson and D. A. Glassman | 1998 | Conditioning manager alphers on economic information: Another look at persistence of performance. | Review of Financial Studies 11(), 111-142. |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1989 | Portfolio performance evaluation: Old issues and new insights. | Review of Financial Studies 2(), 393-421. |
| 03 Stock Pickers | Brown, Stephen J., William N. Goetzmann Roger Ibbotson and Stephen A. Ross | 1992 | Survivorship bias in performance studies. | Review of Financial Studies 5(4), 553-580. |
| 03 Stock Pickers | Elton, Edwin J., Martin J. Gruber, Sanjiv Das and Matthew Hlavka | 1993 | Efficiency With Costly Information: A Reinterpretation Of Evidence From Managed Portfolios. | Review of Financial Studies 6(1), 1-22. |
| 03 Stock Pickers | Chen, Z. and P. Knez | 1996 | Portfolio performance measurement: Theory and evidence. | Review of Financial Studies 9(), 551-556. |
| 03 Stock Pickers | Elton, Edwin J., Martin J. Gruber and Christopher R. Blake, | 1996 | Survivorship Bias And Mutual Fund Performance. | Review of Financial Studies 9(4,Winter), 1097-1120. |
| 03 Stock Pickers | Connor, G., and R. A. Korajczyk | 1991 | The attributes, behavior and performance of US mutual funds. | Review of Quantitative Finance and Accounting 1(), 5-26. |
| 03 Stock Pickers | Vos, Ed, Padrig Brown and Sean Christie, New Zealand | 2000 | A Test of Persistence in the Performance of New Zealand and Australian Equity Mutual Funds | |
| 03 Stock Pickers | Grinblatt, Mark and Sheridan Titman | 1992 | Performance Evaluation. | The New Palgrave Dictionary of Money and Finance Newman, P., Milgate, M., and Eatwell, J. (Eds.)(Stockton Press, Volume 3 (N-Z)), 133-135. |
| 03 Stock Pickers | Simonson, D. | 1972 | The speculative behavior of mutual funds. | Journal of Finance 27(2), 381-391. |
| 03 Stock Pickers | Simon, J. | 1969 | Does "good portfolio management" exist? | Management Science 15(6), B308-B324. |
| 03 Stock Pickers | Jensen, Michael, | 1968 | The performance of mutual funds in the period 1945-1964. | Journal of Finance 23(2), 389-416. |
| 03 Stock Pickers | Kon, Stanley J., and Frank C. Jen | 1979 | The investment performance of mutual funds: An empirical investigation of timing, selectivity, and market efficiency. | Journal of Business 52(2), 263-289. |
| 03 Stock Pickers | Carhart, Mark | 1997 | Persistence in mutual fund performance. | Journal of Finance 52(), 57-82. |
| 03 Stock Pickers | Admati, Anat R. and Paul Pfleiderer | 1997 | Does It All Add Up? Benchmarks And The Compensation Of Active Portfolio Managers | Journal of Business 70(3,Jul), 323-350. |
| 03 Stock Pickers | Ellis, Charles D. | 1975 | The Loser's Game | The Financial Analysts Journal, Vol 31, No. 4, July/Aug 1975, 19-26. New York: Financial Analysts Federation. |
| 04 Market Timers | Professor H. Nejat Seyhun, University of Michigan | 1994 | Stock Market Extremes and Portfolio Performance | © Copyright 1994, Towneley Capital Management, Inc. |
| 04 Market Timers | Chua, J. H., R. S. Woodward. and E. C. To | 1987 | Potential gains from stock market timing in Canada. | Financial Analysts Journal 43(5), 50-56. |
| 04 Market Timers | Riepe, Mark, Peterson, James | 2000 | The Costs and Benefits of Waiting to Invest | Schwab Center for Investment Research, Vol. III, Issue I, Jan 2000 |
| 04 Market Timers | Beebower, G. L., and A. -P. Varikooty | 1991 | Measuring market timing strategies. | Financial Analysts Journal 47(6), 78-92. |
| 04 Market Timers | William N. Goetzmann, Jonathan Ingersoll Jr., and Zoran Ivkovich | 2000 | Monthly Measurement of Daily Timers (see abstract # 8) | Journal of Financial and Quantitative Analysis Vol. 35, No. 3, September 2000 |
| 04 Market Timers | Sharpe, William F. | 1975 | Likely gains from market timing. | Financial Analysts Journal 31(), 60-69. |
| 04 Market Timers | Merton, R. C | 1981 | On market timing and investment performance. I. An equilibrium theory of value for market forecasts. | Journal of Business 54(3), 363-406. |
| 04 Market Timers | Chang, E., and W. Lewellen | 1984 | Market timing and mutual fund investment performance. | Journal of Business 57(1), 57-72. |
| 04 Market Timers | Henriksson, R. D | 1984 | Market timing and mutual fund performance: An empirical investigation. | Journal of Business 57(1), 73-96. |
| 04 Market Timers | Breen, W., R. Jagannathan, and A. R. Ofer | 1986 | Correcting for heteroscedasticity in tests for market timing ability. | Journal of Business 59(4(1)), 585-598. |
| 04 Market Timers | Jagannathan, R., and R. A. Korajczyk, | 1986 | Assessing the market timing performance of managed portfolios. | Journal of Business 59(2(1)), 217-235. |
| 04 Market Timers | Grant, D | 1977 | Portfolio performance and the "cost" of timing decisions. | Journal of Finance 32(3), 837-838. |
| 04 Market Timers | Grant, D | 1978 | Market timing and portfolio management. | Journal of Finance 33(4), 1119-1131. |
| 04 Market Timers | Alexander, Gordon J., P. George Benson, and Carol E. Eger | 1982 | Timing decisions and the behavior of mutual fund systematic risk. | Journal of Financial and Quantitative Analysis 17(4), 579-622. |
| 04 Market Timers | Kane, A and S. G. Marks | 1988 | Performance evaluation of market timers: Theory and evidence. | Journal of Financial and Quantitative Analysis 23(4), 425-435. |
| 04 Market Timers | Cumby, R. E., and D. M. Modest | 1987 | Testing for market timing ability. | Journal of Financial Economics 19(), 169-189. |
| 04 Market Timers | Vandell, R. F., and J. L. Steven, | 1989 | Evidence of superior performance from timing. | Journal of Portfolio Management 15(3), 38-42;. |
| 04 Market Timers | Larsen, Glen A., Jr. and Gregory D. Wozniak | 1995 | Market Timing Can Work In The Real World. | Journal of Portfolio Management 21(3), 74-81. |
| 04 Market Timers | Viet, E. T., and J. M. Cheney | 1982 | Are mutual funds market timers?. | Journal of Portfolio Management 8(2), 35-42. |
| 04 Market Timers | Admati Anat, Sudipto Bhattacharya, Paul Pfliederer, and Stephen Ross | 1986 | On timing and selectivity | Journal of Finance 41(3), 715-730. |
| 05 Manager Pickers | Kahn, Ronald N., & Rudd, A. | 1995 | Does Historical Performance Predict Future Performance? | Financial Analysts' Journal, November/December 1995. |
| 05 Manager Pickers | Prem C. Jain; A. B. Freeman School of Business, Tulane University; Joanna Shuang Wu; William E. Simon Graduate School of Business Administration, University of Rochester | 2000 | Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows (abstract) | The Journal of Finance; Volume 55: Issue 2; April, 2000; p. 937 - 958 |
| 05 Manager Pickers | Brown, Stephen J. and William N. Goetzmann | 1995 | Performance Persistence. | Journal of Finance 50(2), 679-698. |
| 05 Manager Pickers | Hendricks, Darryll, Jayendu Patel and Richard Zeckhauser | 1993 | Hot Hands In Mutual Funds: Short-Run Persistence Of Relative Performance, 1974-1988. | Journal of Finance 48(1), 93-130. |
| 05 Manager Pickers | Professors David Blake and Allan Timmermann | 2003 | Performance Persistence in Mutual Funds: An Independent Assessment of the Studies Prepared by Charles River Associates for the Investment Management Association | Prepared for Financial Services Authority, April 2003. |
| 05 Manager Pickers | Nitzsche, Dirk, Cuthbertson, Keith and O'Sullivan, Niall | 2006 | Mutual Fund Performance | Working Paper Series (2006) |
| 05 Manager Pickers | Fama, Eugene F. and French, Kenneth R. | 2008 | Mutual Fund Performance | Working Paper Series (August 18, 2008) |
| 05 Manager Pickers | Davis, James L. | 2003 | Mutual Fund Performance and Manager Style | Financial Analysts Journal, Vol. 57, No. 1, January/February 2001. |
| 06 Style Drifters | Keith C. Brown, Department of Finance, University of Texas; W. V. Harlow, Fidelity Investments | 2002 | Staying the Course: The Impact of Investment Style Consistency on Mutual Fund Performance | This Draft: March 8, 2002 |
| 06 Style Drifters | Brown, Stephen J. and William N. Goetzmann | 1997 | Mutual Fund Styles. | Journal of Financial Economics 43(3,Mar), 373-399. |
| 06 Style Drifters | Tierney, D. E., and K. Winston | 1991 | Using generic benchmarks to present manager styles. | Journal of Portfolio Management 17(), 33-36. |
| 06 Style Drifters | Lucas, Lori and Riepe, Mark | 1996 | The Role of Returns Based Style Analysis | Ibbotson Associates, May 9, 1996 |
| 06 Style Drifters | Lebaron, Dean | 1994 | Universal Model Of Equity Styles. | Journal of Portfolio Management 21(1), 85-88. |
| 06 Style Drifters | Clark, Davis and Rasmusen | 2001 | Style Analysis: Easy to Use - and Misuse | Dimensional Fund Advisors, October, 2001 |
| 06 Style Drifters | Gallo, John G. and Lockwood, Larry J. | 1997 | Benefits Of Proper Style Classification Of Equity Portfolio Managers. | Journal of Portfolio Management 23(3,Spring), 47-56. |
| 06 Style Drifters | William F. Sharpe. | 1999 | Setting the Record Straight on Style Analysis | Barry Vinocur - Dow-Jones Fee Advisor |
| 06 Style Drifters | Gallo, John G. and Lockwood, Larry J. | 1999 | Fund Management Changes and Equity Style Shifts | Financial Analysts Journal 55, 44-52 |
| 07 Silent Partners | Unkown | 1998 | The great annuity rip-off. | Forbes.com |
| 07 Silent Partners | Davanzo, L. E., and S. L. Nesbitt | 1987 | Performance fees for investment management. | Financial Analysts Journal 43(1), 14-20. |
| 07 Silent Partners | Arnott, Robert, Andrew L. Berkin, Ph.D., and Jia Ye, Ph.D | -- | Seven articles on Tax Managed Investing | various |
| 07 Silent Partners | Frank W. Stanton | 2000 | An Unexpected Tax Bite from Barclays' iShares | Morningstar.com 12-22-2000 |
| 07 Silent Partners | Kritzman, M | 1987 | Incentive fees: Some problems and some solutions. | Financial Analysts Journal 43(1), 21-26. |
| 07 Silent Partners | Thelander | 2001 | Netting Out Capital Gains and Losses on Schedule D | The MotleyFool, 2000 |
| 07 Silent Partners | IRS | 2001 | Wash Sale Rules | IRS, 2001 |
| 07 Silent Partners | Grinold, R., and A. Rudd | 1987 | Incentive fees: Who wins? who loses? | Financial Analysts Journal 43(1), 27-38. |
| 07 Silent Partners | Record, E. E. Jr., and M. A. Tynan | 1987 | Incentive fees: The basic issues. | Financial Analysts Journal 43(1), 39-43. |
| 07 Silent Partners | Ippolito, R. A., and J. A. Turner | 1987 | Turnover, fees and pension fund performance. | Financial Analysts Journal 43(6), 16-26. |
| 08 Riskese™ | Able, Andrew B. | 1991 | The Equity Premium Puzzle | Business Review, Federal Reserve Bank of Philadelphia, Sept/Oct 1991, pp. 1-14 |
| 08 Riskese™ | Jensen, Michael | 1969 | Risk, the pricing of capital assets, and the evaluation of investment performance. | Journal of Business 42(2), 167-247. |
| 08 Riskese™ | Kocherlakota, Narayana R. | 1996 | The Equity Premium: It's Still a Puzzle | Journal of Economics Literature, 32 (March 1996), pp.42-71 |
| 08 Riskese™ | Rolf W. Banz | 1980 | The Relationship Between Return And Market Value of Common Stocks | Journal of Financial Economics 9 (1981) 3318. North-Holland Publishing Company |
| 08 Riskese™ | Robert D. Arnott and Peter L. Bernstein | 2002 | What Risk Premium Is Normal? | First Quadrant's Reflections Investment Management Reflections |
| 08 Riskese™ | Chen, Nai-fu., Thomas E. Copeland, and David Mayers | 1987 | A comparison of single and multifactor portfolio performance methodologies. | Journal of Financial and Quantitative Analysis 22(4), 401-417. |
| 08 Riskese™ | Mehra, Rajneesh, and Edward C. Prescott | 1985 | The Equity Risk Premium: A Puzzle | Journal of Monetary Economics, 15 (March , 1985) pp. 145-161 |
| 08 Riskese™ | Weil, Philippe | 1989 | The Equity Premium Puzzle and the Risk-Free Rate Puzzle | Journal of Monetary Economics, 24 (Nov 1989), pp. 191-200 |
| 08 Riskese™ | Siegel, Jeremy J. | 1999 | Shrinking Equity Premium | Journal of Portfolio Management, Fall 1999 pp. 10-17 |
| 08 Riskese™ | Smith, Adam | 1776 | Employment of Capitals | The Wealth of Nations, 1776 |
| 08 Riskese™ | Fama, Eugene F., and French, Kenneth R. | 1992 | The Cross-Section of Expected Stock Returns | Journal of Finance, Vol. XLVII, No 2, June, 1992 |
| 08 Riskese™ | Eugene F. Fama and Kenneth R. French* | 2014 | A Five-Factor Asset Pricing Model | Fama, Eugene F. and French, Kenneth R., A Five-Factor Asset Pricing Model (September 2014). Fama-Miller Working Paper, Available at SSRN: https://ssrn.com/abstract=2287202 |
| 08 Riskese™ | Fama, Eugene F., and French, Kenneth R. | 2001 | The Equity Premium | CRSP, 2001 |
| 08 Riskese™ | Jim Davis, Fama, Eugene F., and French, Kenneth R. | 1999 | Fama French Three Factor Model in U.S., | unpublished research paper (February 1999) |
| 08 Riskese™ | James L. Davis, Eugene F. Fama, and Kenneth R. French | 1999 | Characteristics, Covariances, and Average Returns: 1929-1997 | unpublished research paper (February 1999) |
| 08 Riskese™ | Gaunt, Clive | 2004 | Size and Book to Market Effects and the Fama French Three Factor Asset Pricing Model: Evidence from the Australian Stockmarket | Accounting and Finance, Vol. 44, pp. 27-44, March 2004 |
| 08 Riskese™ | Conner, Gregory and Sehgal, Sanjay | 2001 | Fama French Three Factor Model in India | May, 2001, London School of Economics and Univ. of Dehli |
| 08 Riskese™ | Eugene Fama, Jr. | 1998 | Asset Management: Engineering Portfolios for Better Returns | PCT Publishing, 1998 |
| 08 Riskese™ | Yu Zhifeng Zeng | -- | Fama French Three Factor Model in China | School of Management Fudan University Shidian (abstract) |
| 08 Riskese™ | Quigley, Garret, Sinquefield | 2000 | Fama French Three Factor Model in England, Performance of UK Equity Unit Trusts | Journal of Asset Management, Vol 1,1 |
| 08 Riskese™ | Roger J. Bos, CFA, Senior Index Analyst Standard & Poor’s, Michele Ruotolo Domestic Index Manager Standard & Poor's | 2000 | General Criteria for S&P U.S. Index Membership | © 2000 The McGraw-Hill Companies |
| 08 Riskese™ | Andrew W. Lo | 2002 | The Statistics of Sharpe Ratios | Financial Analysts Journal, Vol. 58, No. 4, July/August 2002. Available at SSRN: http://ssrn.com/abstract=377260 |
| 08 Riskese™ | Fama, Eugene F., and French, Kenneth R. | 1997 | Industry Costs of Equity | Economics, 1997 |
| 08 Riskese™ | Chen, S. N. and C. F. Lee | 1981 | The sampling relationship between Sharpe's performance measure and its risk proxy: Sample size, investment horizon and market conditions. | Management Science 27(6), 607-618. |
| 08 Riskese™ | Fama, Eugene F. and French, Kenneth R. | 2005 | The Anatomy of Value and Growth Stock Returns | CRSP Working Paper |
| 08 Riskese™ | Fama, Eugene F. and French, Kenneth R. | 2005 | The Value Premium and the CAPM | Working Paper |
| 08 Riskese™ | Eugene Fama, Jr. | 2006 | Multifactor Investing | Dimensional Fund Advisors, July, 2006 |
| 09 History | Roger G. Ibbotson, Yale University, Peng Chen Ibbotson Associates, Inc. | 2001 | The Supply of Stock Market Returns | Yale International Center for Finance [more] |
| 09 History | Ibbotson, Roger G., and Rex Sinquefield | 1976 | Stocks, Bonds and Bills, and Inflation: Simulations of the Future (1976-2000) Also see here. | Journal of of Business, Vol. 49, No. 1 (Jan., 1976), pp. 11-47 |
| 09 History | Ibbotson, Roger G., and Rex Sinquefield | 1976 | Stocks, Bonds and Bills, and Inflation: Year-by-Year Historical Returns (1926-74) | Journal of Business, 49 (Jan 1976), pp. 313-338 |
| 09 History | G. William Schwert | 1990 | Indexes of United States Stock Prices from 1802 to 1987 | Journal of Business 63 (1990) 399-426 |
| 09 History | Elroy Dimson, Paul Marsh and Mike Staunton | 2000 | Risk and Return in the 20th and 21st Centuries | Business Strategy Review, 2000, Volume 11 Issue 2, pp 1-18 |
| 09 History | Elroy Dimson, London Business School, Stefan Nagel, London Business School, Garrett Quigley | 2001 | Value versus Growth in the UK Stock Market, 1955 to 2000 | Work in progress |
| 09 History | Chen, S. N. and C.F. Lee | 1986 | The effects of the sample size, the investment horizon and market conditions on the validity of composite performance measures: A generalization. | Management Science 32(11), 1410-1421. |
| 10 Risk Capacity™ | Economics New School | -- | The Theory of Risk Aversion | The History of Economic Thought |
| 10 Risk Capacity™ | Markowitz, Harry | 1952 | The Ultility of Wealth | The Rand Corporation |
| 10 Risk Capacity™ | Kimberly Lankford | 2002 | Step Right Up | Bloomberg Wealth Manger, 2002 |
| 10 Risk Capacity™ | Baker, H. and J. Haslem | 1974 | Toward the Development of Client-Specified Valuation Models. | Journal of Finance, September 1974: 1,255-1,263 |
| 10 Risk Capacity™ | Cohen, R. A., W. G. Lewellen, R. C. Lease and G. G. Schlarbaum | 1975 | Individual Investor Risk Aversion and Investment Portfolio Composition. | Journal of Finance. 30 (1975): 605 - 620 |
| 10 Risk Capacity™ | Snelbecker, G., M. Roszowski and N. Cutler | 1990 | Risk Tolerance and Return Aspirations, and Financial Advisors; Interpretations: A Conceptual Model and Exploratory Data | The Journal of Behavioral Economics. 1990: 377-393 |
| 10 Risk Capacity™ | Fan, Jessie X. and Xiao, Jing Jian | 2005 | A Cross-Cultural Study in Risk Tolerance: Comparing Chinese and Americans | Working Paper Series Available at SSRN: http://ssrn.com/abstract=939438 |
| 10 Risk Capacity™ | Sunden, A. E. and B. J. Surette | 1998 | Gender Differences in the Allocation of Assets in Retirement Savings Plans. | American Economic Review. 88 (1998): 207-211. |
| 10 Risk Capacity™ | Sciortino, J. J., J. H. Huston and R. W. Spencer | 1988 | Risk and Income Distribution. | Journal of Economic Psychology. 9 (1988): 399-408. |
| 10 Risk Capacity™ | Harlow, W. and K. Brown | 1990 | Understanding and Assessing Financial Risk Tolerance: A Biological Perspective. | Financial Analysts Journal. November/ December 1990: 50-80. |
| 10 Risk Capacity™ | Thaler, R. S., A. Tversky, D. Kahneman and A. Schwartz. | 1997 | The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test. | Quarterly Journal of Economics. May 1997: 647-660 |
| 10 Risk Capacity™ | Bernheim, B. D. and D. M. Garrett | 1996 | The Determinants and Consequences of Financial Education in the Workplace: Evidence from a Survey of Households | National Bureau of Economic Research Working Paper No. 5667, July 1996 |
| 10 Risk Capacity™ | Cordell, D. M | 2002 | Risk Tolerance in Two Dimensions. | Journal of Financial Planning. May 2002, 30-35 |
| 10 Risk Capacity™ | Cordell, D. M. | 2001 | RiskPACK: How to Evaluate Risk Tolerance. | Journal of Financial Planning. June 2001: 36 - 40 |
| 10 Risk Capacity™ | Friend, I. and M. Blume | 1974 | The Demand for Risky Assets. | American Economic Review. 64 (1974): 900 - 921 |
| 10 Risk Capacity™ | Fama, Eugene F. and French, Kenneth R. | 2005 | Disagreement, Tastes, and Asset Prices | CRSP Working Paper No. 552 |
| 10 Risk Capacity™ | Victor J Callan PhD FAIM FAICD | 2002 | Some Guidelines For Financial Planners In Measuring And Advising | Journal of Personal Finance (2002) |
| -- | Clients About Their Levels Of Risk Tolerance | |||
| 11 Risk Exposure | Brinson, G. P., L. R. Hood, and G. L. Beebower | 1986 | Determinants of portfolio performance. | Financial Analysts Journal, 38-04 . |
| 11 Risk Exposure | Harry Markowitz | 1952 | Portfolio Selection Nobel Prize Winning Paper | The Journal of Finance: Volume VII, Number 1, March 1952 |
| 11 Risk Exposure | Surz, Stevens & Wimer | 1999 | Investment Policy Explains All | The Journal of Performance Measurement; Summer 1999 |
| 11 Risk Exposure | Ibbotson, Roger G., and Kaplan, Paul D. | 2000 | Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance? | Financial Analysts Journal, January/February 2000, Vol. 56, No. 1 |
| 11 Risk Exposure | Bekaert, Geert and Michael S. Urias | 1996 | Diversification, Integration And Emerging Market Closed-End Funds. | Journal of Finance 51(3,Jul), 835-869. |
| 11 Risk Exposure | Sharpe, W. F. | 1992 | Asset allocation: management style and performance measurement. | Journal of Portfolio Management 18(1), 7-19. |
| 11 Risk Exposure | Bloomberg Wealth Manager | 2000 | Market Volatility and Its Impact on Diversification | Bloomberg Wealth Manager, July/August 2000 |
| 11 Risk Exposure | Markowitz, Harry M. | 1991 | Portfolio Selection: Efficient Diversification of Investments | Oxford: Blackwell Publishers |
| 12 Invest & Relax | Evans, J | 1970 | An Analysis of portfolio maintenance strategies. | Journal of Finance 25(3), 561-571. |
| 401k Plans | Hamilton, Brooks, and Burns, Scott | 2001 | Reinventing Retirement Income in America | NCPA Policy Report No. 248, December 2001, ISBN #1-56808-112-X |
| 401k Plans | Waring, Barton | 2001 | It’s 11 P.M.—do you know where your employees’ assets are? | Investment Insights, Volume 4, Number 2, October 2001 |
| 401k Plans | Sharpe, William F. | 1997 | Financial Planning in Fantasyland | Professor Finance, Stanford University, Expanded version of speech. |
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