Publications

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Compressed sensing

Suppose x is an unknown vector in Ropfm (a digital image or signal); we plan to measure n general linear functionals of x and then reconstruct. If x is known to be compressible ...

2004 17126 citations

On Persistence in Mutual Fund Performance

ABSTRACT Using a sample free of survivor bias, I demonstrate that common factors in stock returns and investment expenses almost completely explain persistence in equity mutual ...

1997 The Journal of Finance 16548 citations

Social Network Analysis

Social network analysis is used widely in the social and behavioral sciences, as well as in economics, marketing, and industrial engineering. The social network perspective focu...

1994 Cambridge University Press eBooks 16529 citations