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Asset Pricing Models with Cond...
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USA
Kapitaleinkommen
71
Theorie
71
Theory
71
CAPM
70
Capital income
70
Portfolio selection
49
Portfolio-Management
49
United States
48
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30
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30
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20
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20
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20
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18
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18
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English
49
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Ferson, Wayne E.
30
Sarkissian, Sergei
11
Simin, Timothy T.
10
Harvey, Campbell R.
5
Cao, Charles Q.
4
Siegel, Andrew F.
4
Carrieri, Francesca
3
Chen, Yong
2
Christopherson, Jon A.
2
Dewenter, Kathryn L.
2
Errunza, Vihang R.
2
Farnsworth, Heber K.
2
Foerster, Stephen Robert
2
Gempesaw, David
2
Glassman, Debra A.
2
Higgins, Robert C.
2
Jackson, David
2
Khang, Kenneth
2
Lin, Jerchern
2
Peters, Helen
2
Todd, Steven
2
Errunza, Vihang
1
Franzen, Laurel A.
1
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1
Henry, Tyler R.
1
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1
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Khan, Saqib
1
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1
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1
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1
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1
Rodgers, Kimberly J.
1
Schadt, Rudi W.
1
Schill, Michael J,
1
Schill, Michael J.
1
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1
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1
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The review of financial studies
10
The journal of finance : the journal of the American Finance Association
8
Working paper / National Bureau of Economic Research, Inc.
7
Journal of financial economics
4
Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
The journal of business : B
2
The quarterly journal of finance
2
Weiss Center working papers
2
Finance
1
Financial analysts' journal : FAJ
1
Journal of economics & business
1
Journal of political economy
1
Research in finance
1
Review of asset pricing studies
1
Risk management : challenge and opportunity : with 37 figures and 46 tables
1
Risk management : challenge and opportunity ; with 125 tables
1
The journal of alternative investments
1
The review of corporate finance studies : RCFS
1
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ECONIS (ZBW)
48
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1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E.
- In:
The journal of business : B
68
(
1995
)
3
,
pp. 309-349
Persistent link: https://www.econbiz.de/10001186491
Saved in:
8
Seasonality and heteroscedasticity in consumption-based asset pricing : an analysis of linear models
Ferson, Wayne E.
- In:
Research in finance
11
(
1993
),
pp. 1-35
Persistent link: https://www.econbiz.de/10001159879
Saved in:
9
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001164452
Saved in:
10
Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
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