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Portfolio Performance Evaluati...
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CAPM
70
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62
Theory
62
Capital income
61
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61
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46
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46
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English
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Ferson, Wayne E.
214
Aragon, George O.
64
Harvey, Campbell R.
44
Siegel, Andrew F.
25
Sarkissian, Sergei
19
Simin, Timothy T.
12
Shi, Zhen
10
Strahan, Philip E.
10
Su, Tie
10
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8
Nanda, Vikram
8
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7
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7
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7
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6
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6
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6
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5
Chen, Yong
5
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5
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Lin, Jerchern
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5
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5
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4
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4
Foerster, Stephen R.
4
Heuson, Andrea Jane
4
Mehra, Rajnish
4
Nallareddy, Suresh
4
Peters, Helen
4
Todd, Steven
4
Wahal, Sunil
4
Dieckmann, Stephan
3
Henry, Tyler R.
3
Jagannathan, Ravi
3
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3
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3
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3
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NBER Working Paper
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24
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22
Journal of financial economics
17
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16
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6
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3
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3
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Investment performance measurement : evaluating and presenting results
2
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2
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Forecasting expected returns in the financial markets
1
Foundations and trends in finance
1
Handbook of the Economics of Finance
1
International Journal of Portfolio Analysis and Management
1
Journal of Financial Markets
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ECONIS (ZBW)
199
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46
RePEc
28
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3
EconStor
1
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1
Portfolio perfomance evaluation
Aragon, George O.
;
Ferson, Wayne E.
-
2008
Persistent link: https://www.econbiz.de/10003608813
Saved in:
2
Share restrictions and asset pricing : evidence from the hedge fund industry
Aragon, George O.
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10003410355
Saved in:
3
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:
4
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:
5
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:
6
Tests of multifactor pricing models, volatility bounds and portfolio performance
Ferson, Wayne E.
-
2003
Persistent link: https://www.econbiz.de/10001832884
Saved in:
7
Tests of multifactor pricing models, volatility bounds and portfolio performance
Ferson, Wayne E.
-
2003
Persistent link: https://www.econbiz.de/10001731377
Saved in:
8
[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:
9
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:
10
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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