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Mutual fund performance : an empirical decomposition into stock-picking talent, style, transactions costs, and expenses
Wermers, Russ, (2000)
Mutual fund performance: discussion
Moskowitz, Tobias J., (2000)
Mutual fund objective misclassification
Kim, Moon, (2000)
Performance measurement of managed portfolios
Shukla, Ravi, (1992)
Sequential tests of the arbitrage theory : a comparison of principal components and maximum likelihood factors
Shukla, Ravi, (1990)
On the number of factors in the arbitrage pricing model
Trzcinka, Charles, (1986)