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The factor structure of mutual...
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CAPM
Theorie
59
Theory
59
Capital income
56
Kapitaleinkommen
56
Portfolio selection
40
Portfolio-Management
40
USA
30
United States
30
Investment Fund
22
Investmentfonds
22
Performance measurement
17
Performance-Messung
17
Aktienmarkt
15
Stock market
15
Börsenkurs
13
Discounting
13
Diskontierung
13
Share price
13
Welt
13
World
13
Estimation
10
Regression analysis
10
Regressionsanalyse
10
Schätzung
10
Financial investment
9
Kapitalanlage
9
Consumption theory
8
Financial market
8
Finanzmarkt
8
Forecasting model
8
Konsumtheorie
8
Prognoseverfahren
8
Volatility
8
Volatilität
8
Bond fund
7
Data Mining
7
Data mining
7
Estimation theory
7
Rentenfonds
7
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23
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33
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33
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26
Aufsatz in Zeitschrift
26
Arbeitspapier
13
Working Paper
13
Graue Literatur
6
Non-commercial literature
6
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5
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5
Bibliografie enthalten
1
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1
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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
Stambaugh, Robert F.
1
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1
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National Bureau of Economic Research
11
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Working paper / National Bureau of Economic Research, Inc.
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
The internationalization of equity markets
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
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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
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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
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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
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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
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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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