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Mimicking portfolios with conditioning information
Ferson, Wayne E.; Siegel, Andrew F.; Xu, Pisun - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 607-636
Persistent link: https://www.econbiz.de/10003374650
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Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 331-354
Persistent link: https://www.econbiz.de/10003729126
Cover Image
Mimicking Portfolios with Conditioning Information
Ferson, Wayne; Siegel, Andrew F.; Xu, Pisun - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 607-636
Persistent link: https://www.econbiz.de/10007292922
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Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 331-354
Persistent link: https://www.econbiz.de/10008065791