Similar Search Results - EconBiz

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

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/10000613958

Conditioning Manager Alphas on Economic Information : Another Look at the Persistence of Performance

Christopherson, Jon A. - 1996

This paper evaluates persistence in the performance of institutional equity managers. We build on recent work on conditional performance evaluation, using time-varying conditional expected returns and risk measures. We find evidence that the investment performance of pension fund managers...

Persistent link: https://www.econbiz.de/10012472998

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

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

Sources of risk and expected returns in global equity markets

Ferson, Wayne E.; Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881184

An exploratory investigation of the fundamental determinants of national equity market returns

Ferson, Wayne E. - In: The internationalization of equity markets, (pp. 59-138). 1994

Persistent link: https://www.econbiz.de/10001291053

Fundamental determinants of national equity market returns : a perspective on conditional asset pricing

Ferson, Wayne E. - In: Journal of banking & finance 21 (1997) 11, pp. 1625-1665

Persistent link: https://www.econbiz.de/10001236726

Economic, financial, and fundamental global risk in and out of the EMU

Ferson, Wayne E.; Harvey, Campbell R. - 1999

Persistent link: https://www.econbiz.de/10001370322

Conditioning variables and the cross-section of stock returns

Ferson, Wayne E.; Harvey, Campbell R. - 1999

Persistent link: https://www.econbiz.de/10001375822

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