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~person:"Ferson, Wayne E."
~person:"Rouwendal, Jan"
~subject:"USA"
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Search: subject:"Pricing"
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Ferson, Wayne E.
Rouwendal, Jan
Berndt, Ernst R.
24
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22
Guo, Hui
18
Longstaff, Francis A.
18
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17
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17
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12
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11
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11
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10
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10
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10
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The journal of finance : the journal of the American Finance Association
6
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3
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3
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2
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1
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Pricing in road transport : a multi-disciplinary perspective
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ECONIS (ZBW)
20
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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
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2002
Persistent link: https://www.econbiz.de/10001650667
Saved in:
3
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
Saved in:
4
Firms : changes in trip patterns, product prices, locations and in the human resource policy due to road
pricing
Tillema, Taede
;
Wee, Bert van
;
Rouwendal, Jan
;
Ommeren, …
- In:
Pricing in road transport : a multi-disciplinary perspective
,
(pp. 106-127)
.
2008
Persistent link: https://www.econbiz.de/10003659689
Saved in:
5
Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
Saved in:
6
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
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
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
Saved in:
9
The alpha factor asset
pricing
model : a parable
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
- In:
Journal of financial markets
2
(
1999
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10001426670
Saved in:
10
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
Saved in:
1
2
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