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CAPM
Theorie
66
Theory
66
Capital income
57
Kapitaleinkommen
57
Portfolio selection
45
Portfolio-Management
45
USA
35
United States
35
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26
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26
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18
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18
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16
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16
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13
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12
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11
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11
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10
Anlageverhalten
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9
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9
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9
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Prognoseverfahren
9
Volatility
9
Volatilität
9
Consumption theory
8
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8
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8
Finanzmarkt
8
Konsumtheorie
8
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8
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8
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13
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6
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1
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English
66
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Ferson, Wayne E.
65
Harvey, Campbell R.
20
Siegel, Andrew F.
12
Kōnstantinidēs, Giōrgos
6
Braun, Phillip A.
4
Sarkissian, Sergei
4
Simin, Timothy T.
3
Constantinides, George M.
2
Foerster, Stephen Robert
2
Jagannathan, Ravi
2
Wang, Junbo L.
2
Xu, Pisun
2
Cochrane, John H.
1
Ferson, Wayne
1
Henry, Tyler R.
1
Kandel, Shmuel
1
Keim, Donald B.
1
Kisgen, Darren J.
1
Korajczyk, Robert A.
1
Merrick, John J.
1
Mo, Haitao
1
Qian, Meijun
1
Schadt, Rudi W.
1
Siegel, Andrew
1
Simin, Timothy
1
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National Bureau of Economic Research
11
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12
NBER working paper series
11
The journal of finance : the journal of the American Finance Association
8
NBER Working Paper
6
Journal of financial economics
4
Financial markets and asset pricing
3
The review of financial studies
3
Journal of financial and quantitative analysis : JFQA
2
Research in finance
2
European economic review : EER
1
Finance
1
Investment performance measurement : evaluating and presenting results
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of financial markets
1
Journal of political economy
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
Statistical methods in finance
1
Swedish economic policy review
1
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1
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ECONIS (ZBW)
66
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1
Theory and empirical testing of asset pricing models
Ferson, Wayne E.
- In:
Finance
,
(pp. 145-200)
.
1995
Persistent link: https://www.econbiz.de/10001318021
Saved in:
2
Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
Saved in:
3
Are the latent variables in time-varying expected returns compensation for consumption risk?
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
Saved in:
4
Tests of multifactor pricing models, volatility bounds and portfolio performance
Ferson, Wayne E.
-
2003
Persistent link: https://www.econbiz.de/10001832884
Saved in:
5
Tests of multifactor pricing models, volatility bounds and portfolio performance
Ferson, Wayne E.
-
2003
Persistent link: https://www.econbiz.de/10001731377
Saved in:
6
[Rezension von: Cochrane, John Howland, Asset pricing]
Ferson, Wayne E.
- In:
Journal of economic literature
42
(
2004
)
2
,
pp. 525-526
Persistent link: https://www.econbiz.de/10002163639
Saved in:
7
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
8
Economic, financial, and fundamental global risk inside and outside the EMU
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 123-184
Persistent link: https://www.econbiz.de/10001403943
Saved in:
9
The alpha factor asset pricing model : a parable
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
- In:
Journal of financial markets
2
(
1999
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10001426670
Saved in:
10
Time nonseparability in aggregate consumption : international evidence
Braun, Phillip A.
;
Kōnstantinidēs, Giōrgos
;
Ferson, …
-
1992
Persistent link: https://www.econbiz.de/10000840102
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