this work references cited by second hopReferences
- 1952PORTFOLIO SELECTION*13,480 cited
- 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
- 1966Mutual Fund Performance3,932 cited
- 1994The Sharpe Ratio2,542 cited
- 2001Naive Diversification Strategies in Defined Contribution Saving Plans1,538 cited
- 1989Transmission of Volatility Between Stock Markets1,516 cited
- 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
- 1972THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS1,130 cited
- 2011Global, local, and contagious investor sentiment1,021 cited
- 2012The making of the indebted man : essay on the neoliberal condition737 cited
- 2010The Properties of Equally Weighted Risk Contribution Portfolios728 cited
- 2010The subprime credit crisis and contagion in financial markets654 cited
- 2008Toward Maximum Diversification527 cited
- 2003Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?334 cited
- 2008Review and analysis of current Shariah‐compliant equity screening practices301 cited
- 1999
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work