Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
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
Cover Image
The Risk and Predictability of International Equity Returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The review of financial studies 6 (2013) 3, pp. 527-526
Persistent link: https://www.econbiz.de/10010113480
Cover Image
Testing Portfolio Efficiency with Conditioning Information
Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 22 (2013) 7, pp. 2735-2734
Persistent link: https://www.econbiz.de/10010114148
Cover Image
Stochastic Discount Factor Bounds with Conditioning Information
Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 16 (2013) 2, pp. 567-566
Persistent link: https://www.econbiz.de/10010114416
Cover Image
The Risk and Predictability of International Equity Returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The review of financial studies 6 (1993) 3, pp. 527-566
Persistent link: https://www.econbiz.de/10007093172
Cover Image
Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2006) 2, pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
Cover Image
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