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Investments: Analysis and Management.
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Investments: Analysis and Management. (1973)Investments: Analysis and Management.Performance analysis of log-optimal portfolio strategies with transaction costs (2011)Performance analysis of log-o…Dynamic mean–variance portfolio selection with borrowing constraint (2009)Dynamic mean–variance portfol…Discrete time market with serial correlations and optimal myopic strategies (2006)Discrete time market with ser…How efficient is naive portfolio diversification? an educational note (2003)How efficient is naive portfo…A Simultaneous Equations Analysis of Analysts’ Forecast Bias and Institutional Ownership (2003)A Simultaneous Equations Anal…TOWARDS AN OBJECTIVE MEASURE OF GHARAR IN EXCHANGE (2000)TOWARDS AN OBJECTIVE MEASURE …Performance and Risk Analysis of the Islamic Banks:The Case of Bahrain Islamic Bank (1995)Performance and Risk Analysis…Bond portfolio immunization: Canadian tests (1992)Bond portfolio immunization: …REITs as Captive-Financing Affiliates: Impact on Financial Performance (1991)REITs as Captive-Financing Af…The Influence of Market Conditions on Event-Study Residuals (1987)The Influence of Market Condi…The Performance of Australian Superannuation Funds (1983)The Performance of Australian…The Rent-Seeking State and Revenue Diversification (1982)The Rent-Seeking State and Re…Informational Differences Between Limit and Market Orders for a Market Maker (1981)Informational Differences Bet…Sample Size Bias and Sharpe's Performance Measure: A Note (1978)Sample Size Bias and Sharpe's…THE ASSOCIATION BETWEEN MARKET‐DETERMINED RISK MEASURES FOR BONDS AND BOND RATINGS* (1976)THE ASSOCIATION BETWEEN MARKE…Skewness and Investors' Decisions (1975)Skewness and Investors' Decis…Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Bias and consistency of the maximum Sharpe ratio (2005)Malaysian unit trust aggregate performance (2007)How to Rate Management of Investment Funds (2012)The Sharpe ratio of estimated efficient portfolios (2016)Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Investment Performance of Unit Trusts and Mutual Funds in Australia for the Period 1969 to 1978 (1986)An examination of Australian equity trusts for selectivity and market timing performance (1999)Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences (2010)PORTFOLIO SELECTION* (1952)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ASPECTS OF CORPORATE BOND PORTFOLIO DIVERSIFICATION (1979)Applying the Market Model to Long-Term Corporate Bonds (1980)The Effect of Three Mile Island on Utility Bond Risk Premia: A Note (1986)Portfolio Selection (1952)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps (2013)A multi-period fuzzy portfolio optimization model with minimum transaction lots (2014)Fuzzy multi-period portfolio selection with different investment horizons (2016)Principles of corporate finance (1982)How Many Stocks Make a Diversified Portfolio? 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  • 2009Dynamic mean–variance portfolio selection with borrowing constraint111 cited
  • 1987The Influence of Market Conditions on Event-Study Residuals91 cited
  • 2003How efficient is naive portfolio diversification? an educational note87 cited
  • 1983The Performance of Australian Superannuation Funds74 cited
  • 1978Sample Size Bias and Sharpe's Performance Measure: A Note73 cited
  • 2003A Simultaneous Equations Analysis of Analysts’ Forecast Bias and Institutional Ownership71 cited
  • 2000TOWARDS AN OBJECTIVE MEASURE OF GHARAR IN EXCHANGE59 cited
  • 1975Skewness and Investors' Decisions56 cited
  • 1995Performance and Risk Analysis of the Islamic Banks:The Case of Bahrain Islamic Bank50 cited
  • 1976THE ASSOCIATION BETWEEN MARKET‐DETERMINED RISK MEASURES FOR BONDS AND BOND RATINGS*46 cited
  • 1991REITs as Captive-Financing Affiliates: Impact on Financial Performance39 cited
  • 1982The Rent-Seeking State and Revenue Diversification33 cited
  • 1992Bond portfolio immunization: Canadian tests32 cited
  • 2011Performance analysis of log-optimal portfolio strategies with transaction costs32 cited
  • 2006

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Discrete time market with serial correlations and optimal myopic strategies
25 cited
  • 1981Informational Differences Between Limit and Market Orders for a Market Maker23 cited