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Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
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Are the latent variables in time-varying expected returns compensation for consumption risk?
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
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Finance in a Theory of the Business Cycle
Krainer, Robert E.; Ferson, Wayne E. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 2034-2037
Persistent link: https://www.econbiz.de/10006603611
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General Tests of Latent Variable Models and Mean-Variance Spanning
Ferson, Wayne E.; Foerster, Stephen R.; Keim, Donald B. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10006603722
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Spurious Regressions in Financial Economics?
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1393-1414
Persistent link: https://www.econbiz.de/10006554769
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ARTICLES - The Efficient Use of Conditioning Information in Portfolios
Ferson, Wayne E.; Siegel, Andrew F. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 967-982
Persistent link: https://www.econbiz.de/10006564141
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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
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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
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Seasonality and consumption-based asset pricing
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 511-552
Persistent link: https://www.econbiz.de/10001128130
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Tests of asset pricing with time-varying expected risk premiums and market betas
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 201-220
Persistent link: https://www.econbiz.de/10001047791