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isPartOf:"Working paper series"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Duffie, Darrell"
~person:"Ferson, Wayne E."
~subject:"Capital income"
~subject:"Finanzmarkt"
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Robust benchmark design
Duffie, Darrell
;
Dworczak, Piotr
-
2014
Persistent link: https://www.econbiz.de/10010423509
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2
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
3
The "out of sample" performance of long-run risk models
Ferson, Wayne E.
;
Nallareddy, Suresh K.
;
Xie, Biqin
-
2012
Persistent link: https://www.econbiz.de/10009516812
Saved in:
4
Capital mobility and asset pricing
Duffie, Darrell
;
Strulovici, Bruno
-
2011
Persistent link: https://www.econbiz.de/10009296395
Saved in:
5
Systemic risk exposures : a 10-by-10-by-10 approach
Duffie, Darrell
-
2011
Persistent link: https://www.econbiz.de/10009296420
Saved in:
6
Spurious regressions in financial economics?
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
-
2002
Persistent link: https://www.econbiz.de/10001695917
Saved in:
7
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2002
Persistent link: https://www.econbiz.de/10001650667
Saved in:
8
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
-
2002
Persistent link: https://www.econbiz.de/10001650680
Saved in:
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