Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark ComparisonsBruce N. Lehmann, David M. Modest1987-06-01articleThe Journal of Finance146 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceFinancial Analysis and Corporate GovernanceAbstractA Corrparison ofCitations in this libraryStored only when both papers are in the corpus — 146 citations exist upstream.References1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets1976The arbitrage theory of capital asset pricing1981The relationship between return and market value of common stocks1966Equilibrium in a Capital Asset Market1966Mutual Fund Performance1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory1972The capital asset pricing model: Some empirical testsCited by2002The performance of Italian equity funds2007Socially Responsible Investments1997The Performance of Japanese Mutual Funds2002Performance Evaluation with Stochastic Discount Factors1999The hazards of mutual fund underperformance: A Cox regression analysis2000Evaluating managed fund performance using conditional measures: Australian evidence2001The performance of professional market timers: daily evidence from executed strategies1992UK unit trust performance 1980–1989: A passive time-varying approach