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William Goetzmann
William Goetzmann
Verified email at yale.edu - Homepage
Title
Cited by
Cited by
Year
Modern portfolio theory and investment analysis
EJ Elton, MJ Gruber, SJ Brown, WN Goetzmann
John Wiley & Sons, 2009
72392009
Performance persistence
SJ Brown, WN Goetzmann
The Journal of finance 50 (2), 679-698, 1995
19961995
Equity portfolio diversification
WN Goetzmann, A Kumar
Review of Finance 12 (3), 433-463, 2008
18272008
Survivorship bias in performance studies
SJ Brown, W Goetzmann, RG Ibbotson, SA Ross
The Review of Financial Studies 5 (4), 553-580, 1992
15831992
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
12522007
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
11922006
Offshore hedge funds: Survival and performance 1989-1995
SJ Brown, WN Goetzmann, RG Ibbotson
National Bureau of Economic Research, 1997
10741997
Long-term global market correlations
WN Goetzmann, L Li, KG Rouwenhorst
National Bureau of Economic Research, 2001
10282001
Do winners repeat?
WN Goetzmann, RG Ibbotson
Journal of portfolio management 20 (2), 9-18, 1994
10151994
Cognitive dissonance and mutual fund investors
WN Goetzmann, N Peles
Journal of financial Research 20 (2), 145-158, 1997
8801997
Mutual fund styles
SJ Brown, WN Goetzmann
Journal of financial Economics 43 (3), 373-399, 1997
7711997
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
7692007
High‐water marks and hedge fund management contracts
WN Goetzmann, JE Ingersoll Jr, SA Ross
The Journal of Finance 58 (4), 1685-1718, 2003
6972003
Global stock markets in the twentieth century
P Jorion, WN Goetzmann
The journal of finance 54 (3), 953-980, 1999
6881999
Survival
SJ Brown, WN Goetzmann, SA Ross
The Journal of Finance 50 (3), 853-873, 1995
6811995
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
6412001
Accounting for taste: Art and the financial markets over three centuries
WN Goetzmann
The American Economic Review 83 (5), 1370-1376, 1993
6331993
Testing the predictive power of dividend yields
WN Goetzmann, P Jorion
The Journal of Finance 48 (2), 663-679, 1993
5101993
Hedge funds with style
SJ Brown, WN Goetzmann
National Bureau of Economic Research, 2001
4522001
Tiebreaker: Certification and multiple credit ratings
D Bongaerts, KJM Cremers, WN Goetzmann
the Journal of Finance 67 (1), 113-152, 2012
4182012
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