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The review of financial studies
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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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4
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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5
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
Christopherson, Jog A.
;
Ferson, Wayne E.
;
Glassman, Debra A.
- In:
The review of financial studies
11
(
1998
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10007360215
Saved in:
6
Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4
Ferson, Wayne
- In:
The review of financial studies
15
(
2013
)
1
,
pp. 349-348
Persistent link: https://www.econbiz.de/10010114322
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7
Evaluating Government Bond Fund Performance with Stochastic Discount Factors
Ferson, Wayne
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2013
)
2
,
pp. 423-422
Persistent link: https://www.econbiz.de/10010114536
Saved in:
8
Evaluating Government Bond Fund Performance with Stochastic Discount Factors
Ferson, Wayne
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 423-456
Persistent link: https://www.econbiz.de/10007019758
Saved in:
9
Book Review - Asset Pricing
Cochrane, John H.
;
Ferson, Wayne
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 349
Persistent link: https://www.econbiz.de/10007039850
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10
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
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