Performance Evaluation and Attribution of Security Portfolios, December 2012
(By Russ Wermers and Bernd R. Fischer)
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas - Journal of Finance, February 2010
(By Laurent Barras, Olivier Scaillet, and Russ Wermers - Founding Partner of Parala Capital )
Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis - Journal of Finance, December 2006
(By Robert Kosowski, Allan Timmermann - Founding Partner Parala Capital, Hal White, and Russ Wermers - Founding Partner Parala Capital)
Investing in Mutual Funds When Returns Are Predictable - Journal of Financial Economics, August 2006
(By Doron Avramov & Russ Wermers - Founding Partner of Parala Capital)
