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type_genre:"Graue Literatur"
~person:"Ferson, Wayne E."
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Capital asset pricing"
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Ferson, Wayne E.
Zhang, Lu
31
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19
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1
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
2
Mimicking portfolios with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
;
Xu, Pisun
-
2005
Persistent link: https://www.econbiz.de/10002526620
Saved in:
3
Tests of multifactor pricing models, volatility bounds and portfolio performance
Ferson, Wayne E.
-
2003
Persistent link: https://www.econbiz.de/10001731377
Saved in:
4
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2002
Persistent link: https://www.econbiz.de/10001650667
Saved in:
5
Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
-
2006
Persistent link: https://www.econbiz.de/10003389721
Saved in:
6
Economic, financial, and fundamental global risk in and out of the EMU
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001370322
Saved in:
7
Conditioning variables and the cross-section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001375822
Saved in:
8
Econometric evaluation of asset pricing models
Ferson, Wayne E.
;
Jagannathan, Ravi
-
1996
Persistent link: https://www.econbiz.de/10000933195
Saved in:
9
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1996
Persistent link: https://www.econbiz.de/10000617696
Saved in:
10
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881184
Saved in:
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