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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
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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
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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
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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
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Can growth options explain the trend in idiosyncratic risk?
Cao, Charles Q.; Simin, Timothy T.; Zhao, Jing - In: The review of financial studies 21 (2008) 6, pp. 2599-2633
Persistent link: https://www.econbiz.de/10003805096
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Information choice, uncertainty, and expected returns
Cao, Charles Q.; Gempesaw, David; Simin, Timothy T. - In: The review of financial studies 34 (2021) 12, pp. 5977-6031
Persistent link: https://www.econbiz.de/10012694513
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The information content of a nonlinear macro-finance model for commodity prices
Khan, Saqib; Khokher, Zeigham; Simin, Timothy T. - In: The review of financial studies 30 (2017) 8, pp. 2818-2850
Persistent link: https://www.econbiz.de/10011755633
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Incomplete consumption risk sharing and currency risk premiums
Sarkissian, Sergei - In: The review of financial studies 16 (2003) 3, pp. 983-1005
Persistent link: https://www.econbiz.de/10001795047
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Can Growth Options Explain the Trend in Idiosyncratic Risk?
Cao, Charles; Simin, Timothy; Zhao, Jing - In: The review of financial studies 21 (2013) 6, pp. 2599-2598
Persistent link: https://www.econbiz.de/10010114005
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Can Growth Options Explain the Trend in Idiosyncratic Risk?
Cao, Charles; Simin, Timothy; Zhao, Jing - In: The review of financial studies 21 (2008) 6, pp. 2599-2634
Persistent link: https://www.econbiz.de/10008152466