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~subject:"Portfolio selection"
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Conditional Performance Measur...
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Portfolio selection
CAPM
66
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59
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59
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44
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33
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Ferson, Wayne E.
40
Siegel, Andrew F.
9
Khang, Kenneth
6
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4
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3
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3
Todd, Steven
3
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2
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1
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Mo, Haitao
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6
Financial markets and asset pricing
3
Journal of financial economics
3
Investment performance measurement : evaluating and presenting results
2
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The journal of finance : the journal of the American Finance Association
2
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Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
- In:
Journal of financial economics
65
(
2002
)
2
,
pp. 249-282
Persistent link: https://www.econbiz.de/10001693006
Saved in:
2
Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
-
2002
Persistent link: https://www.econbiz.de/10001650675
Saved in:
3
The factor structure of mutual fund flows
Ferson, Wayne E.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
2
,
pp. 112-143
Persistent link: https://www.econbiz.de/10009765947
Saved in:
4
Ruminations on investment performance measurement
Ferson, Wayne E.
- In:
European financial management : the journal of the …
19
(
2013
)
1
,
pp. 4-13
Persistent link: https://www.econbiz.de/10009706279
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5
Investment performance : a review and synthesis
Ferson, Wayne E.
-
2013
Persistent link: https://www.econbiz.de/10009696032
Saved in:
6
Investment performance evaluation
Ferson, Wayne E.
- In:
Annual review of financial economics
2
(
2010
),
pp. 207-234
Persistent link: https://www.econbiz.de/10008797821
Saved in:
7
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
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8
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881184
Saved in:
9
General tests of latent variable models and mean-variance spanning
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
Saved in:
10
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/10001593015
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