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Determinants of Portfolio Performance II: An Update
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  • 1993Institutional trades and intraday stock price behavior626 cited
  • 2002Beyond Greed and Fear528 cited
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  • 2006Optimization Methods in Finance348 cited
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  • 2010Portfolio Theory: As I Still See It176 cited
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  • 2010Asset allocation and portfolio performance: Evidence from university endowment funds108 cited
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  • 2005IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER95 cited

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  • 2005Portfolio Concentration and Investment Manager Performance*92 cited