Modern portfolio theory and investment analysis EJ Elton, MJ Gruber, SJ Brown, WN Goetzmann John Wiley & Sons, 2009 | 7148 | 2009 |
Performance persistence SJ Brown, WN Goetzmann The Journal of finance 50 (2), 679-698, 1995 | 1981 | 1995 |
Equity portfolio diversification WN Goetzmann, A Kumar Review of Finance 12 (3), 433-463, 2008 | 1789 | 2008 |
Survivorship bias in performance studies SJ Brown, W Goetzmann, RG Ibbotson, SA Ross The Review of Financial Studies 5 (4), 553-580, 1992 | 1572 | 1992 |
Efficiency and the bear: Short sales and markets around the world A Bris, WN Goetzmann, N Zhu The Journal of Finance 62 (3), 1029-1079, 2007 | 1238 | 2007 |
Pairs trading: Performance of a relative-value arbitrage rule E Gatev, WN Goetzmann, KG Rouwenhorst The Review of Financial Studies 19 (3), 797-827, 2006 | 1160 | 2006 |
Offshore hedge funds: Survival and performance 1989-1995 SJ Brown, WN Goetzmann, RG Ibbotson National Bureau of Economic Research, 1997 | 1071 | 1997 |
Long-term global market correlations WN Goetzmann, L Li, KG Rouwenhorst National Bureau of Economic Research, 2001 | 1017 | 2001 |
Do winners repeat? WN Goetzmann, RG Ibbotson Journal of portfolio management 20 (2), 9-18, 1994 | 1008 | 1994 |
Cognitive dissonance and mutual fund investors WN Goetzmann, N Peles Journal of financial Research 20 (2), 145-158, 1997 | 865 | 1997 |
Mutual fund styles SJ Brown, WN Goetzmann Journal of financial Economics 43 (3), 373-399, 1997 | 765 | 1997 |
Portfolio performance manipulation and manipulation-proof performance measures W Goetzmann, J Ingersoll, M Spiegel, I Welch The Review of Financial Studies 20 (5), 1503-1546, 2007 | 759 | 2007 |
High‐water marks and hedge fund management contracts WN Goetzmann, JE Ingersoll Jr, SA Ross The Journal of Finance 58 (4), 1685-1718, 2003 | 695 | 2003 |
Global stock markets in the twentieth century P Jorion, WN Goetzmann The journal of finance 54 (3), 953-980, 1999 | 684 | 1999 |
Survival SJ Brown, WN Goetzmann, SA Ross The Journal of Finance 50 (3), 853-873, 1995 | 676 | 1995 |
Careers and survival: Competition and risk in the hedge fund and CTA industry SJ Brown, WN Goetzmann, J Park The Journal of Finance 56 (5), 1869-1886, 2001 | 639 | 2001 |
Accounting for taste: Art and the financial markets over three centuries WN Goetzmann The American Economic Review 83 (5), 1370-1376, 1993 | 624 | 1993 |
Testing the predictive power of dividend yields WN Goetzmann, P Jorion The Journal of Finance 48 (2), 663-679, 1993 | 504 | 1993 |
Hedge funds with style SJ Brown, WN Goetzmann National Bureau of Economic Research, 2001 | 451 | 2001 |
Tiebreaker: Certification and multiple credit ratings D Bongaerts, KJM Cremers, WN Goetzmann the Journal of Finance 67 (1), 113-152, 2012 | 411 | 2012 |