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Ferson, Wayne E.
39
Harvey, Campbell R.
11
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6
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4
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3
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Su, Tie
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Working paper / National Bureau of Economic Research, Inc
15
The journal of finance : the journal of the American Finance Association
6
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5
Research in finance
3
European financial management : the journal of the European Financial Management Association
1
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OLC EcoSci
ECONIS (ZBW)
151
RePEc
22
USB Cologne (EcoSocSci)
3
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
BOOK REVIEWS - Asset Pricing
Cochrane, John H.
;
Ferson, Wayne E.
- In:
Journal of economic literature
42
(
2004
)
2
,
pp. 525
Persistent link: https://www.econbiz.de/10006816142
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Evaluating Fund Performance in a Dynamic Market
Ferson, Wayne E.
;
Warther, Vincent A.
- In:
Financial analysts' journal : FAJ
52
(
1996
)
6
,
pp. 20-28
Persistent link: https://www.econbiz.de/10006323234
Saved in:
8
Fundamental determinants of national equity market returns: Aperspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
Journal of banking & finance
21
(
1997
)
11-12
,
pp. 1625-1666
Persistent link: https://www.econbiz.de/10005903569
Saved in:
9
Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited
Ferson, Wayne E.
;
Heuson, Andrea
;
Su, Tie
- In:
Management science : journal of the Institute for …
51
(
2005
)
10
,
pp. 1582
Persistent link: https://www.econbiz.de/10006076937
Saved in:
10
PERFORMANCE EVALUATION - Performance Evaluation Using Conditional Alphas and Betas - Unconditional measures can incorrectly measure alpha and beta when portfolio managers engage in dynamic trading strategies or change their alphas and betas in response to publicly available information about the economy. The authors advocate conditional performance evaluation (CPE) to measure dynamic alphas and ...
Christopherson, Jon A.
;
Ferson, Wayne E.
;
Turner, Andrew L.
- In:
The journal of portfolio management : a publication of …
26
(
1999
)
1
,
pp. 59-72
Persistent link: https://www.econbiz.de/10006572540
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