Mutual Fund Performance

1966/01/01 by William F. Sharpe · 50 citations
Business, Management and Accounting · #Private Equity and Venture Capital #State Capitalism and Financial Governance

paper · doi:10.1086/294846

Cited by

• Circle of Incompetence: Sense of Understanding as an Improper Guide to Investment Risk
• Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry
• A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management
• Impact of Expert-Following Strategies in Financial Asset Recommendation
• Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
• Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems
• A Tutorial on Dimensionless Learning: Geometric Interpretation and the Effect of Noise
• From Text to Returns: Using Large Language Models for Mutual Fund Portfolio Optimization and Risk-Adjusted Allocation
• Sharpe-Driven Stock Selection and Liquidiy-Constrained Portfolio Optimization: Evidence from the Chinese Equity Market
• Levy-stable scaling of risk and performance functionals
• Learning to Manage Investment Portfolios beyond Simple Utility Functions
• A decision support system for stock investment recommendations using collective wisdom
• Cryptocurrency as an Investable Asset Class: Coming of Age
• When Agents Trade: Live Multi-Market Trading Benchmark for LLM Agents
• Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
• Epoch-Based Application of Problem-Aware Operators in a Multiobjective Memetic Algorithm for Portfolio Optimization
• Rethinking currency factors: The case for mean-variance optimisation
• Mean-tail Gini framework for optimal portfolio selection
• RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
• A Case for AXI
• Sharpe Ratio Optimization in Markov Decision Processes
• Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
• Linear Trading Position with Sparse Spectrum
• Managerial quality and the structure of management expenses in the US mutual fund industry
• Liberata -- Graph Scientometrics for a Share Based System of Academic Publishing
• Portfolio optimization in the era of digital financialization using cryptocurrencies. [europepmc]
• Dealing with Bad Risk in Cost-Effectiveness Analysis: The Cost-Effectiveness Risk-Aversion Curve. [europepmc]
• Classical-Equivalent Bayesian Portfolio Optimization for Electricity Generation Planning. [europepmc]
• Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio. [europepmc]
• Between Nonlinearities, Complexity, and Noises: An Application on Portfolio Selection Using Kernel Principal Component Analysis. [europepmc]
• Portfolio Optimization for Binary Options Based on Relative Entropy. [europepmc]
• Market instability and the size-variance relationship. [europepmc]
• Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy-Focus on the Republic of Korea's Case. [europepmc]
• Modeling asset allocations and a new portfolio performance score. [europepmc]
• LSTM-DDPG for Trading with Variable Positions. [europepmc]
• Portfolio optimization of financial commodities with energy futures. [europepmc]
• Two robust long short-term memory frameworks for trading stocks. [europepmc]
• Cost‑Effectiveness Risk‑Aversion Curves: Comparison of Risk-Adjusted Performance Measures and Expected-Utility Approaches. [europepmc]
• Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak. [europepmc]
• For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment. [europepmc]
• Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies. [europepmc]
• Management of investment portfolios employing reinforcement learning. [europepmc]
• A study of hybrid deep learning model for stock asset management. [europepmc]
• Multi-Sensor Temporal Fusion Transformer for Stock Performance Prediction: An Adaptive Sharpe Ratio Approach. [europepmc]
• An Automated Decision Support System for Portfolio Allocation Based on Mutual Information and Financial Criteria. [europepmc]
• An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [europepmc]
• Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [europepmc]
• Techniques for mitigating overfitting in machine learning: a comprehensive review, taxonomy, and practical guide. [europepmc]
• Technological, healthcare and consumer funds efficiency: influence of COVID-19 [europepmc]
• An exploration of the mathematical structure and behavioural biases of 21st century financial crises [europepmc]