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Determinants of Portfolio Performance
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  • 1995The Behavior of Stock Prices Around Institutional Trades794 cited
  • 1992The Structure and Performance of the Money Management Industry572 cited
  • 2002Beyond Greed and Fear528 cited
  • 2000Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?387 cited
  • 1999Asset Allocation Dynamics and Pension Fund Performance351 cited
  • 2006Optimization Methods in Finance348 cited
  • 2002The Legacy of Modern Portfolio Theory335 cited
  • 2002The Antecedents of Institutional Investor Activism316 cited
  • 1999A Brief History of Downside Risk Measures308 cited
  • 2004Bio-folio: applying portfolio theory to biodiversity266 cited
  • 1993The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation259 cited
  • 2013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation253 cited
  • 2005Systemic Risk and Hedge Funds224 cited
  • 2005Investing in Socially Responsible Companies is a must for Public Pension Funds ? Because there is no Better Alternative197 cited
  • 2010Portfolio Theory: As I Still See It

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176 cited
  • 1992Diversification Returns and Asset Contributions172 cited