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~isPartOf:"Financial analysts' journal : FAJ"
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Financial analysts' journal : FAJ
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Sources of predictability in portfolio returns
Ferson, Wayne E.
- In:
Financial analysts' journal : FAJ
47
(
1991
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10001108461
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EQUITY INVESTMENTS - Outlier-Resistant Estimates of Beta - A new outlier-resistant beta estimate yields higher overall accuracy than the ordinary least-squares estimate in predicting future betas.
Martin, R.Douglas
;
Simin, Timothy T.
- In:
Financial analysts' journal : FAJ
59
(
2003
)
5
,
pp. 56-69
Persistent link: https://www.econbiz.de/10006252424
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Evaluating Fund Performance in a Dynamic Market
Ferson, Wayne E.
;
Warther, Vincent A.
- In:
Financial analysts' journal : FAJ
52
(
1996
)
6
,
pp. 20-28
Persistent link: https://www.econbiz.de/10006323234
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