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Performance measurement without benchmarks : an examination of mutual fund returns
Grinblatt, Mark, (1993)
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R., (2000)
Mutual fund performance : an empirical decomposition into stock-picking talent, style, transactions costs, and expenses
Wermers, Russ, (2000)
The relation between mean variance efficiency and arbitrage pricing
Grinblatt, Mark, (1987)
Performance evaluation
Grinblatt, Mark, (1995)
Portfolio performance evaluation : old issues and new insights
Grinblatt, Mark, (1989)