Academic Papers (322)

Step Author Year Title* Publication
01 Active Investors Tversky, Amos 1995 The Psychology of Decision Making ICFA Continuing Education, 7
03 Stock Pickers Odean, T. & Barber, B. M. 1999 The Courage of Misguided Convictions November 1999
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 (also see review of Part II)
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
Updated June 2001
03 Stock Pickers Brad M. Barber and Terrance Odean 2003 All That Glitters October 2003
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 & Barber 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

2002

Overview: Small Cap Alpha Myth

Index Fund Advisors, 2002
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 October 23, 1998
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 May 15, 1997
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 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)
03 Stock Pickers Ippolito, R. A. 1989 Efficiency with costly information: A study of mutual fund performance. Quarterly Journal of Economics 104(), 1-23.
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.
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04 Market Timers Professor H. Nejat Seyhun, University of Michigan 1994 Stock Market Extremes and Portfolio Performance
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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
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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.
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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 Misc. 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™ 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™ 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.,
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
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
Dimensional Fund Advisors
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
Clients About Their Levels Of Risk Tolerance
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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.
401k Plans Bernstein, William 1998 The Retirement Calculator from Hell Efficient Frontier
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