| Performance hypothesis testing with the Sharpe and Treynor measures JD Jobson, R Korkie Journal of Finance 36 (September), 889-908, 1981 | 1134 | 1981 |
| Estimation for Markowitz efficient portfolios JD Jobson, R Korkie Journal of the American Statistical Association 75 (September), 544-554, 1980 | 835 | 1980 |
| Putting Markowitz theory to work JD Jobson, RM Korkie The Journal of Portfolio Management 7 (4), 70-74, 1981 | 442 | 1981 |
| Potential performance and tests of portfolio efficiency JD Jobson, R Korkie International Library of Financial Econometrics, Volumes I to V, edited by …, 2007 | 332* | 2007 |
| Potential performance and tests of portfolio efficiency JD Jobson, R Korkie Journal of Financial Economics 10 (December), 433-466, 1982 | 332 | 1982 |
| A performance interpretation of multivariate tests of asset set intersection, spanning and mean-variance efficiency JD Jobson, K Robert Journal of Financial and Quantitative Analysis 24 (June), 185-204, 1989 | 190 | 1989 |
| Tests of conditional asset pricing with time varying moments and risk prices HJ Turtle, R Korkie, A Buse Journal of Financial and Quantitative Analysis 29 (March), 15-30, 1994 | 67 | 1994 |
| Some tests of linear asset pricing with multivariate normality JD Jobson, R Korkie Canadian Journal of Administrative Sciences 2 (June), 116-140, 1985 | 62 | 1985 |
| Tests of mean-variance spanning R Kan, G Zhou CEMA Working Papers, 2001 | 59 | 2001 |
| A Note on the Jensen measure and marginal improvements in portfolio performance JD Jobson, R Korkie Journal of Finance 39 (March), 245-251, 1984 | 56* | 1984 |
| Portfolio optimization and contingent claim pricing with differential information E Robert. J, G Helyette, K Bob M Stochastics: An International Journal of Probability and Stochastic …, 1997 | 52 | 1997 |
| A mean-variance analysis of self-financing portfolios R Korkie, HJ Turtle Management Science 48, 427-443, 2002 | 51 | 2002 |
| Statistical inference in two-portfolio theory with multiple regression software JD Jobson, R Korkie Journal of Financial and Quantitative Analysis 18 (June), 189-197, 1983 | 38 | 1983 |
| Measuring performance in a dynamic world: conditional mean-variance fundamentals R Jha, R Korkie, HJ Turtle Journal of Banking and Finance 33, 1851-1859, 2009 | 27 | 2009 |
| Variance spillover and skewness in financial asset returns R Korkie, R Sivakumar, HJ Turtle The Financial Review 41, 139-156, 2006 | 18 | 2006 |
| Theory of the firm facing uncertain demand: comment RM Korkie The American Economic Review 65 (1), 245-247, 1975 | 17 | 1975 |
| Block holding and keiretsu in Japan: the effects of capital markets' liberalization measures on the stock market R Korkie, M Nakamura Journal of International Money and Finance 16 (1), 113-140, 1997 | 15 | 1997 |
| Portfolio adjustment in a reinsurance market NA Doherty, RM Korkie, BM KORKIE Geneva Papers on Risk and Insurance, 63-74, 1980 | 13 | 1980 |
| The trouble with performance measurement: Comment JD Jobson, BM Korkie, R Ferguson Journal of Portfolio Management 14 (2), 74, 1988 | 12 | 1988 |
| A note on the analytics and geometry of limiting mean-variance investment opportunity sets R Korkie, HJ Turtle Review of Quantitative Finance and Accounting 9, 289-300, 1997 | 11 | 1997 |
