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subject:"United States"
~person:"Ferson, Wayne E."
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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United States
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23
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12
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12
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7
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Ferson, Wayne E.
Gil-Alaña, Luis A.
37
Kumbhakar, Subal
36
Serletis, Apostolos
34
Caporale, Guglielmo Maria
32
Gupta, Rangan
32
Heckman, James J.
29
Chavas, Jean-Paul
24
MacDonald, Ronald
23
Bahmani-Oskooee, Mohsen
20
Franses, Philip Hans
20
Moosa, Imad A.
19
Wohar, Mark E.
19
Bollerslev, Tim
18
Ghysels, Eric
18
Lesage, James P.
18
Acemoglu, Daron
17
Christiano, Lawrence J.
17
Diebold, Francis X.
17
Glaeser, Edward L.
17
Taylor, Mark P.
17
Uri, Noel Dean
17
Apergēs, Nikolaos
16
Hall, Robert Ernest
16
Koopman, Siem Jan
16
Peel, David
16
Slottje, Daniel Jonathan
16
Wu, Chunchi
16
Chang, Tsangyao
15
Cooper, Russell W.
15
Creedy, John
15
Eichenbaum, Martin S.
15
Engle, Robert F.
15
Fabozzi, Frank J.
15
Hamilton, James D.
15
Laporte, Gilbert
15
Lo, Andrew W.
15
Miceli, Thomas J.
15
Stock, James H.
15
Tsionas, Efthymios G.
15
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The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
3
The journal of business : B
2
The review of financial studies
2
Journal of political economy
1
Research in finance
1
Review of asset pricing studies
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ECONIS (ZBW)
15
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1
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10
of
15
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1
Alpha and performance measurement : the effects of investor disaggrement and heterogeneity
Ferson, Wayne E.
;
Lin, Jerchern
- In:
The journal of finance : the journal of the American …
69
(
2014
)
4
,
pp. 1565-1596
Persistent link: https://www.econbiz.de/10010412331
Saved in:
2
The Rap on the RAPs
Ferson, Wayne E.
- In:
Review of asset pricing studies
3
(
2013
)
2
,
pp. 177-178
Persistent link: https://www.econbiz.de/10010249040
Saved in:
3
The "out-of-sample" performance of long run risk models
Ferson, Wayne E.
;
Nallareddy, Suresh
;
Xie, Biqin
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
Saved in:
4
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
5
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 567-595
Persistent link: https://www.econbiz.de/10001764239
Saved in:
6
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
- In:
The journal of business : B
75
(
2002
)
3
,
pp. 473-503
Persistent link: https://www.econbiz.de/10001682443
Saved in:
7
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:
8
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
Saved in:
9
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:
10
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:
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