Passive Investment Strategies and Efficient Markets

By B. Malkiel. 2003

192 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cae19536d90533be5c504b8a5f873769cc74edbe

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Michael Rockinger
2. Eric Jondeau

In Economics and Econometrics

1. Michael Rockinger
2. Eric Jondeau
3. Andrew J. Patton
4. K. Herrmann
5. Tim Bollerslev
6. Paul Embrechts
7. Alexandra Dias
8. Wing-Keung Wong

In Finance

1. Michael Rockinger
2. Eric Jondeau
3. Andrew J. Patton
4. K. Herrmann
5. Tim Bollerslev
6. Alexandra Dias
7. Paul Embrechts
8. Wing-Keung Wong

Citations in the corpus

• Herding in the German Mutual Fund Industry (2006, unknown): “2% of average net assets of funds, which is very similar to expense levels in the USA (Malkiel, 2003).”
• Optimal Portfolio Allocation under Higher Moments (2006, background): “Within a Capital Asset Pricing Model, interest in higher moments goes back to the theoretical work of Rubinstein (1973) and its first empirical implementation by Kraus and Litzenberger (1976).”