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~subject:"Capital income"
~person:"Ferson, Wayne E."
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Capital income
USA
32
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32
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21
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19
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17
Portfolio selection
10
Portfolio-Management
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17
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Ferson, Wayne E.
Gupta, Rangan
50
Campbell, John Y.
36
Diebold, Francis X.
27
Warnock, Francis E.
25
Caporale, Guglielmo Maria
22
Ang, Andrew
21
Guo, Hui
21
Poterba, James M.
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Lakonishok, Josef
20
Timmermann, Allan
20
Guidolin, Massimo
19
Bali, Turan G.
18
Ludvigson, Sydney C.
18
McGrattan, Ellen R.
18
Wohar, Mark E.
18
Bollerslev, Tim
17
Goetzmann, William N.
17
Lettau, Martin
17
Lamont, Owen A.
16
Fama, Eugene F.
15
Guirguis, Michel
15
Chordia, Tarun
14
French, Kenneth Ronald
14
Lo, Andrew W.
14
Pástor, Ľuboš
14
Bekaert, Geert
13
Chan, Louis K. C.
13
Harvey, Campbell R.
13
Hodrick, Robert J.
13
Jensen, Gerald R.
13
Lustig, Hanno
13
Miller, Stephen M.
13
Pierdzioch, Christian
13
Prescott, Edward C.
13
Schwert, George William
13
Zhou, Guofu
13
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Working paper / National Bureau of Economic Research, Inc.
6
The review of financial studies
3
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Journal of political economy
1
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ECONIS (ZBW)
17
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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
Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
-
2002
Persistent link: https://www.econbiz.de/10001650675
Saved in:
4
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
-
2002
Persistent link: https://www.econbiz.de/10001650680
Saved in:
5
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:
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
Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
- In:
Journal of financial economics
65
(
2002
)
2
,
pp. 249-282
Persistent link: https://www.econbiz.de/10001693006
Saved in:
8
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
- In:
The journal of business : B
75
(
2002
)
3
,
pp. 473-503
Persistent link: https://www.econbiz.de/10001682443
Saved in:
9
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:
10
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
Saved in:
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