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The Beta Continuum
6 references·0 citing·26 second hop
The Beta Continuum (2008)The Beta ContinuumPortfolio Constraints and the Fundamental Law of Active Management (2002)Portfolio Constraints and the…Informationless Investing and Hedge Fund Performance Measurement Bias (2002)Informationless Investing and…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The financial analysts journal (1960)The financial analysts journalThe fundamental law of active management (1989)The Information Ratio (1998)The Tactical and Strategic Value of Commodity Futures (2005)On the Properties of Equally-Weighted Risk Contributions Portfolios (2011)Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Survival and Performance, 1989–95 (1999)An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (2003)Strategic versus Tactical Asset Allocation (2004)Do Higher-Moment Equity Risks Explain Hedge Fund Returns? (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Funds and the Technology Bubble (2004)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1960The financial analysts journal1,043 cited
  • 2002Portfolio Constraints and the Fundamental Law of Active Management250 cited
  • 2002Informationless Investing and Hedge Fund Performance Measurement Bias70 cited

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