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Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 16 (2003) 2, pp. 567-595
Persistent link: https://www.econbiz.de/10001764239
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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General tests of latent variable models and mean-variance spanning
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
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Seasonality and consumption-based asset pricing
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 511-552
Persistent link: https://www.econbiz.de/10001128130
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Are the latent variables in time-varying expected returns compensation for consumption risk?
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
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Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
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Conditioning manager alphas on economic information : another look at the persistence of performance
Christopherson, Jon A. - In: The review of financial studies 11 (1998) 1, pp. 111-142
Persistent link: https://www.econbiz.de/10001239331
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Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
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Testing portfolio efficiency with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 22 (2009) 7, pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
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Alpha and performance measurement : the effects of investor disaggrement and heterogeneity
Ferson, Wayne E.; Lin, Jerchern - In: The journal of finance : the journal of the American … 69 (2014) 4, pp. 1565-1596
Persistent link: https://www.econbiz.de/10010412331