Performance Hypothesis Testing with the Sharpe and Treynor MeasuresJohn David Jobson, Bob Korkie1981-09-01articleThe Journal of Finance860 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Analysis and Corporate GovernanceFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 860 citations exist upstream.References1973Risk, Return, and Equilibrium: Empirical Tests1968An Empirical Evaluation of Accounting Income Numbers1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19641966Mutual Fund Performance1969The Adjustment of Stock Prices to New Information1980Measuring security price performance1972Capital Market Equilibrium with Restricted Borrowing2003The Adjustment of Stock Prices to New InformationCited by1985International Portfolio Diversification with Estimation Risk1994CORPORATE DIVESTITURE INTENSITY IN RESTRUCTURING FIRMS: EFFECTS OF GOVERNANCE, STRATEGY, AND PERFORMANCE.1993Construct validity of an objective (entropy) categorical measure of diversification strategy1999Global Stock Markets in the Twentieth Century2014Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?2007The Volatility Effect1997The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund2015Do socially (ir)responsible investments pay? New evidence from international ESG data