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Ferson, Wayne E.
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15
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Working paper / National Bureau of Economic Research, Inc
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9
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6
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4
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3
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3
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2
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OLC EcoSci
ECONIS (ZBW)
173
RePEc
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CONDITIONING MANAGER ALPHAS ON ECONOMIC INFORMATION: ANOTHER LOOK AT THE PERSISTENCE OF PERFORMANCE
Christopherson, Jon A.
;
Ferson, Wayne E.
;
Glassman, Debra A.
-
1996
Persistent link: https://www.econbiz.de/10007002520
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2
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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3
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
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4
Equity Style Classifications
Christopherson, Jon A.
- In:
The journal of portfolio management : a publication of …
21
(
1995
)
3
,
pp. 32-43
Persistent link: https://www.econbiz.de/10006593637
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5
Why empirical international portfolio models fail: Evidence that model misspecification creates home asset bias
Glassman, Debra A.
;
Riddick, Leigh A.
- In:
Journal of international money and finance
15
(
1996
)
2
,
pp. 275-312
Persistent link: https://www.econbiz.de/10006927490
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6
International Diversification: New Evidence on Market Segmentation
Glassman, Debra A.
;
Riddick, Leigh A.
- In:
International review of economics & finance : IREF
3
(
1994
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10007710873
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7
Market timing by global fund managers
Glassman, Debra A.
;
Riddick, Leigh A.
- In:
Journal of international money and finance
25
(
2006
)
7
,
pp. 1029-1050
Persistent link: https://www.econbiz.de/10007384908
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8
What causes home asset bias and how should it be measured?
Glassman, Debra A.
;
Riddick, Leigh A.
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10007240032
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9
Conditional performance measurement using portfolio weights: evidence for pension funds
Ferson, Wayne
;
Khang, Kenneth
- In:
Journal of financial economics
65
(
2002
)
2
,
pp. 249-282
Persistent link: https://www.econbiz.de/10006508784
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10
Conditional market timing with benchmark investors
Becker, Connie
;
Ferson, Wayne
;
Myers, David H.
;
Schill, …
- In:
Journal of financial economics
52
(
1999
)
1
,
pp. 119
Persistent link: https://www.econbiz.de/10006519361
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