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Risk-Adjusted Performance: The Correlation Correction
8 references·4 citing·31 second hop
Risk-Adjusted Performance: The Correlation Correction (2000)Risk-Adjusted Performance: The Correlatio…Agency and Asset Pricing (2008)Agency and Asset PricingMorningstar's Risk-Adjusted Ratings (1998)Morningstar's Risk-Adjusted R…Risk-Adjusted Performance (1997)Risk-Adjusted PerformanceA Mean/Variance Analysis of Tracking Error (1992)A Mean/Variance Analysis of T…A Matter of Style (1970)A Matter of StyleCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…The 101 Ways to Measure Portfolio Performance (2009)The 101 Ways to Measure Portf…A jigsaw puzzle of basic risk-adjusted performance measures (2005)A jigsaw puzzle of basic risk…An analysis of Spanish investment fund performance: some considerations concerning Sharpe's ratio (2004)An analysis of Spanish invest…A.I.R.A.P. - Alternative Rapms for Alternative Investments (2003)A.I.R.A.P. - Alternative Rapm…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds (2009)One-size or tailor-made performance ratios for ranking hedge funds? (2011)Consolidating and advancing knowledge on the post-entry performance of international new ventures (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Rational herding in financial economics (1996)Betting against beta (2013)… and the Cross-Section of Expected Returns (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Could the global financial crisis improve the performance of the G7 stocks markets? (2015)Financial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria (2019)The performance of social responsible investing from retail investors' perspective: international evidence (2020)Portfolio Selection (1952)Investing in equity mutual funds (2002)Mutual fund performance and seemingly unrelated assets (2002)Star Power: The Effect of Monrningstar Ratings on Mutual Fund Flow (2008)The Sharpe Ratio (1994)Emerging market hedge funds: Do they perform like regular hedge funds? (2009)Multifactor Explanations of Asset Pricing Anomalies (1996)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Socially Responsible Mutual Funds (corrected) (2000)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Portfolio Performance Manipulation and Manipulation-proof Performance Measures (2007)Herd Behavior in Financial Markets (2000)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,598 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,698 cited
  • 1992A Mean/Variance Analysis of Tracking Error747 cited
  • 1997Risk-Adjusted Performance581 cited
  • 2008Agency and Asset Pricing180 cited
  • 1998Morningstar's Risk-Adjusted Ratings133 cited
  • 1970A Matter of Style26 cited

Cited by

  • 2004An analysis of Spanish investment fund performance: some considerations concerning Sharpe's ratio54 cited
  • 2009The 101 Ways to Measure Portfolio Performance51 cited
  • 2003A.I.R.A.P. - Alternative Rapms for Alternative Investments35 cited
  • 2005A jigsaw puzzle of basic risk-adjusted performance measures32 cited

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