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Finite sample properties of the Generalized Method of Moments in tests of conditional asset pricing models
Ferson, Wayne E.; Foerster, Stephen R. - In: Journal of financial economics 36 (1994) 1, pp. 29-56
Persistent link: https://www.econbiz.de/10006535810
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Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations
Ferson, Wayne E. - In: Journal of financial economics 18 (1987) 1, pp. 127-146
Persistent link: https://www.econbiz.de/10001020461
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Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E. - In: Journal of financial economics 36 (1994) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10001164452
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Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E. - In: Journal of financial economics 29 (1991) 2, pp. 199-240
Persistent link: https://www.econbiz.de/10001112194
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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
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Measuring the timing ability and performance of bond mutual funds
Chen, Yong; Ferson, Wayne E.; Peters, Helen - In: Journal of financial economics 98 (2010) 1, pp. 72-89
Persistent link: https://www.econbiz.de/10008702748
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The "out-of-sample" performance of long run risk models
Ferson, Wayne E.; Nallareddy, Suresh; Xie, Biqin - In: Journal of financial economics 107 (2013) 3, pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
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Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
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An analysis of secured debt
Stulz, René M. - In: Journal of financial economics 14 (1985) 4, pp. 505-521
Persistent link: https://www.econbiz.de/10001009721
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Why is there a home bias? : An analysis of foreign portfolio equity ownership in Japan
Kang, Jun-koo - In: Journal of financial economics 46 (1997) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10001228512