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Asymmetric information and portfolio performance measurement

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References

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2013A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES78 cited
2010Investment Performance Evaluation77 cited
1984Abnormal returns to investment strategies based on the timing of earnings reports67 cited
2000Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds

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54 cited

2009The 101 Ways to Measure Portfolio Performance51 cited

1979A reply to Mayers and Rice (1979)48 cited

1981Performance Evaluation and Benchmark Errors (II)42 cited

1993Performance measurement of managed portfolios: a survey41 cited

2000Further insights on the puzzle of technical analysis profitability37 cited

1981The Capital Asset Pricing Model and the Market Model35 cited

2018Mutual fund performance attribution and market timing using portfolio holdings33 cited

2010Portfolio performance gauging in discrete time using a Luenberger productivity indicator33 cited

1991Differential information and timing ability30 cited

1996A note on the performance of foreign exchange forecasters in a portfolio framework29 cited

1995Further evidence on performance evaluation: Portfolio holdings, recommendations, and turnover costs27 cited

2004The value of active portfolio management25 cited